Linear programming with online learning
نویسندگان
چکیده
منابع مشابه
Linear programming with online learning
We propose online decision strategies for time-dependent sequences of linear programs which use no distributional and minimal geometric assumptions about the data. These strategies are obtained through Vovk’s aggregating algorithm which combines recommendations from a given strategy pool. We establish an averageperformance bound for the resulting solution sequence.
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2007
ISSN: 0167-6377
DOI: 10.1016/j.orl.2006.10.008