The Benefit of Adaptivity in Stochastic Optimization
Microsoft
The Benefit of Adaptivity in Stochastic Optimization
Consider the Stochastic Knapsack problem where items have deterministic values but random sizes. The motivation for this problem is in the area of stochastic scheduling where a sequence of jobs should be scheduled on a machine within a limited amount of time. The running times of jobs are considered random and independent. A priori, only […]
Oct 31, 2009
Stochastic Optimization Methods
On momentum methods and acceleration in stochastic optimization
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