Software for Data-Based Stochastic Programming Using Estimation

被引：1
|
作者：
Chen, Xiaotie [1 ]
Woodruff, David L. [2 ]
机构：
[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA
[2] Univ Davis, Grad Sch Management, Davis, CA 95616 USA
来源：
INFORMS JOURNAL ON COMPUTING | 2023年 / 35卷 / 06期
关键词：
data-driven; stochastic programming; bootstrap; bagging; DECOMPOSITION; OPTIMIZATION; BEHAVIOR;
D O I：
10.1287/ijoc.2022.0253
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
We describe software for stochastic programming that uses only sampled data to obtain both a consistent sample-average solution and a consistent estimate of confidence intervals for the optimality gap using bootstrap and bagging. The underlying distribution whence the samples come is not required.
引用
收藏
页码：1218 / 1224
页数：8
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