FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2014857980> ?p ?o ?g. }

• W2014857980 endingPage "999" @default.
• W2014857980 startingPage "963" @default.
• W2014857980 abstract "An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem that is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems." @default.
• W2014857980 created "2016-06-24" @default.
• W2014857980 creator A5036216845 @default.
• W2014857980 creator A5058400272 @default.
• W2014857980 date "2013-01-01" @default.
• W2014857980 modified "2023-09-25" @default.
• W2014857980 title "Generating Moment Matching Scenarios Using Optimization Techniques" @default.
• W2014857980 cites W1553000336 @default.
• W2014857980 cites W1967344706 @default.
• W2014857980 cites W1988500440 @default.
• W2014857980 cites W2001033871 @default.
• W2014857980 cites W2010111476 @default.
• W2014857980 cites W2011200438 @default.
• W2014857980 cites W2020902939 @default.
• W2014857980 cites W2026745750 @default.
• W2014857980 cites W2033622744 @default.
• W2014857980 cites W2035532822 @default.
• W2014857980 cites W2051718289 @default.
• W2014857980 cites W2057638322 @default.
• W2014857980 cites W2060013459 @default.
• W2014857980 cites W2106828713 @default.
• W2014857980 cites W2114467398 @default.
• W2014857980 cites W2158958516 @default.
• W2014857980 cites W2166798101 @default.
• W2014857980 cites W2742900359 @default.
• W2014857980 cites W4229566358 @default.
• W2014857980 doi "https://doi.org/10.1137/110858082" @default.
• W2014857980 hasPublicationYear "2013" @default.
• W2014857980 type Work @default.
• W2014857980 sameAs 2014857980 @default.
• W2014857980 citedByCount "26" @default.
• W2014857980 countsByYear W20148579802013 @default.
• W2014857980 countsByYear W20148579802014 @default.
• W2014857980 countsByYear W20148579802015 @default.
• W2014857980 countsByYear W20148579802016 @default.
• W2014857980 countsByYear W20148579802017 @default.
• W2014857980 countsByYear W20148579802018 @default.
• W2014857980 countsByYear W20148579802019 @default.
• W2014857980 countsByYear W20148579802020 @default.
• W2014857980 countsByYear W20148579802021 @default.
• W2014857980 countsByYear W20148579802022 @default.
• W2014857980 countsByYear W20148579802023 @default.
• W2014857980 crossrefType "journal-article" @default.
• W2014857980 hasAuthorship W2014857980A5036216845 @default.
• W2014857980 hasAuthorship W2014857980A5058400272 @default.
• W2014857980 hasConcept C105795698 @default.
• W2014857980 hasConcept C121332964 @default.
• W2014857980 hasConcept C126255220 @default.
• W2014857980 hasConcept C134306372 @default.
• W2014857980 hasConcept C137631369 @default.
• W2014857980 hasConcept C137836250 @default.
• W2014857980 hasConcept C162324750 @default.
• W2014857980 hasConcept C165064840 @default.
• W2014857980 hasConcept C168956720 @default.
• W2014857980 hasConcept C179254644 @default.
• W2014857980 hasConcept C193254401 @default.
• W2014857980 hasConcept C194387892 @default.
• W2014857980 hasConcept C19499675 @default.
• W2014857980 hasConcept C2777303404 @default.
• W2014857980 hasConcept C28826006 @default.
• W2014857980 hasConcept C33923547 @default.
• W2014857980 hasConcept C41045048 @default.
• W2014857980 hasConcept C50522688 @default.
• W2014857980 hasConcept C74650414 @default.
• W2014857980 hasConcept C77553402 @default.
• W2014857980 hasConcept C90119067 @default.
• W2014857980 hasConceptScore W2014857980C105795698 @default.
• W2014857980 hasConceptScore W2014857980C121332964 @default.
• W2014857980 hasConceptScore W2014857980C126255220 @default.
• W2014857980 hasConceptScore W2014857980C134306372 @default.
• W2014857980 hasConceptScore W2014857980C137631369 @default.
• W2014857980 hasConceptScore W2014857980C137836250 @default.
• W2014857980 hasConceptScore W2014857980C162324750 @default.
• W2014857980 hasConceptScore W2014857980C165064840 @default.
• W2014857980 hasConceptScore W2014857980C168956720 @default.
• W2014857980 hasConceptScore W2014857980C179254644 @default.
• W2014857980 hasConceptScore W2014857980C193254401 @default.
• W2014857980 hasConceptScore W2014857980C194387892 @default.
• W2014857980 hasConceptScore W2014857980C19499675 @default.
• W2014857980 hasConceptScore W2014857980C2777303404 @default.
• W2014857980 hasConceptScore W2014857980C28826006 @default.
• W2014857980 hasConceptScore W2014857980C33923547 @default.
• W2014857980 hasConceptScore W2014857980C41045048 @default.
• W2014857980 hasConceptScore W2014857980C50522688 @default.
• W2014857980 hasConceptScore W2014857980C74650414 @default.
• W2014857980 hasConceptScore W2014857980C77553402 @default.
• W2014857980 hasConceptScore W2014857980C90119067 @default.
• W2014857980 hasIssue "2" @default.
• W2014857980 hasLocation W20148579801 @default.
• W2014857980 hasLocation W20148579802 @default.
• W2014857980 hasOpenAccess W2014857980 @default.
• W2014857980 hasPrimaryLocation W20148579801 @default.
• W2014857980 hasRelatedWork W193468460 @default.
• W2014857980 hasRelatedWork W2154626019 @default.
• W2014857980 hasRelatedWork W2203568081 @default.
• W2014857980 hasRelatedWork W2216231335 @default.
• W2014857980 hasRelatedWork W2745418069 @default.
• W2014857980 hasRelatedWork W3017736765 @default.

• next