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Stochastic Linear Programming by Series of Monte-Carlo Estimators

Stochastic Linear Programming by Series of Monte-Carlo Estimators

Stochastic Linear Programming by Series of Monte-Carlo Estimators. Leonidas SAKALAUSKAS Institute of Mathematics&Informatics Vilnius, Lithuania E-mail: <sakal;@ktl.mii.lt>. CONTENT. Introduction Monte-Carlo estimators Stochastic differentiation Dual solution approach ( DS )

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650 views • 47 slides
Dynamic Origin-Destination Demand Flow Estimation under Congested Traffic Conditions

Dynamic Origin-Destination Demand Flow Estimation under Congested Traffic Conditions

Dynamic Origin-Destination Demand Flow Estimation under Congested Traffic Conditions. Xuesong Zhou (Univ. of Utah) Chung-Cheng Lu ( National Taipei University of Technology ) Kuilin Zhang ( Argonne National Lab ) Presented at INFORMS 2011 Annual Meeting. Motivation.

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461 views • 36 slides
Video Data Retrieval

Video Data Retrieval

Video Data Retrieval. Pratyusha Koduri Anish Reddy Devireddy Akaash Vankamamidi. Outline. Introduction Problem Statement Our Contributions Related Work Methodology Comparison Evaluation Future Work Conclusion References. Introduction. Problem: Growing amounts of video data.

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528 views • 27 slides
Goal

Goal

We present a hybrid optimization approach for solving global optimization problems, in particular automated parameter estimation models.

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396 views • 19 slides
A Hybrid Optimization Approach for Automated Parameter Estimation Problems

A Hybrid Optimization Approach for Automated Parameter Estimation Problems

Stop. Global Search Via SPSA. Yes. Optimal Solution found for Original model?. Surrogate Model. Filtering Data. Local Search Via NKIP. Multi-Start. A Hybrid Optimization Approach for Automated Parameter Estimation Problems. Carlos A. Quintero 1

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120 views • 1 slides

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