General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension
From MaRDI portal
Publication:5087110
DOI10.1137/21M140211XzbMath1495.90119arXiv2103.01324OpenAlexW3133808553WikidataQ114074086 ScholiaQ114074086MaRDI QIDQ5087110
Publication date: 8 July 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.01324
feasibilityVapnik-Chervonenkis dimensiontwo-stage stochastic programmingsample average approximationsample complexity
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Best subset selection via a modern optimization lens
- Decomposition algorithms for two-stage chance-constrained programs
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Sample average approximation of expected value constrained stochastic programs
- A two-stage stochastic programming model for transportation network protection
- Sample average approximation method for chance constrained programming: Theory and applications
- Central limit theorems for empirical measures
- Risk-averse two-stage stochastic programming with an application to disaster management
- Uncertain convex programs: randomized solutions and confidence levels
- Weak convergence and empirical processes. With applications to statistics
- Complexity estimates for Fourier-Motzkin elimination
- Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming
- Ambiguous chance constrained problems and robust optimization
- The empirical behavior of sampling methods for stochastic programming
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Logarithmic sample bounds for sample average approximation with capacity- or budget-constraints
- A note on bounds for VC dimensions
- FAST—Fast Algorithm for the Scenario Technique
- The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
- Learnability and the Vapnik-Chervonenkis dimension
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- Bounds on Positive Integral Solutions of Linear Diophantine Equations
- Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations
- A two-stage stochastic programming framework for transportation planning in disaster response
- On Feasibility of Sample Average Approximation Solutions
- High-Dimensional Classification by Sparse Logistic Regression
- Upper and Lower Bounds for Stochastic Processes
- Sample Average Approximation Method for Compound Stochastic Optimization Problems
- Random LSC Functions: An Ergodic Theorem
- On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
- Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints