An Implementable SAA Nonlinear Lagrange Algorithm for Constrained Minimax Stochastic Optimization Problems
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DOI: 10.1155/2018/5498760
Abstract: This paper proposes an implementable SAA (sample average approximation) nonlinear Lagrange algorithm for the constrained minimax stochastic optimization problem based on the sample average approximation method. A computable nonlinear Lagrange function with sample average approximation… read more here.
Keywords: implementable saa; lagrange algorithm; sample average; nonlinear lagrange ... See more keywords