A simple randomised algorithm for convex optimisation

DOI10.1007/s10107-013-0718-0zbMath1297.90116OpenAlexW156127673WikidataQ56323797 ScholiaQ56323797MaRDI QIDQ463726

M. Dyer, Leen Stougie, Ravindran Kannan

Publication date: 17 October 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/89272/1/spandr23.pdf

zbMATH Keywords

stochastic programmingconvex optimisationrandomised algorithmspolynomial time randomised approximation scheme

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Stochastic programming (90C15) Randomized algorithms (68W20)

Related Items

Two stochastic optimization algorithms for convex optimization with fixed point constraints, Computational complexity of stochastic programming problems

Cites Work

• Confidence level solutions for stochastic programming