Stochastic cutting planes for data-driven optimization
Year of publication: |
2022
|
---|---|
Authors: | Bertsimas, Dimitris ; Li, Michael Lingzhi |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 5, p. 2400-2409
|
Subject: | cutting planes | machine learning | mixed-integer optimization | outer approximation | scaling | stochastic optimization | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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