FAST-Fast Algorithm for the Scenario Technique
FAST-Fast Algorithm for the Scenario Technique
About this item
Full title
Author / Creator
Publisher
Linthicum: INFORMS
Journal title
Language
English
Formats
Publication information
Publisher
Linthicum: INFORMS
Subjects
More information
Scope and Contents
Contents
The scenario approach is a recently introduced method to obtain feasible solutions to chance-constrained optimization problems based on random sampling. It has been noted that the sample complexity of the scenario approach rapidly increases with the number of optimization variables and this may pose a hurdle to its applicability to medium- and larg...
Alternative Titles
Full title
FAST-Fast Algorithm for the Scenario Technique
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_gale_businessinsightsgauss_A372959480
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_businessinsightsgauss_A372959480
Other Identifiers
ISSN
0030-364X
E-ISSN
1526-5463
DOI
10.1287/opre.2014.1257
