sample-average-approximation

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HL-opt-2023 / SAA-reproduction

Reproduction code for paper "Liu and Tong (2026). Metric entropy-free sample complexity bounds for sample average approximation in convex stochastic programming"

machine-learning optimization stochastic-optimization empirical-risk-minimization sample-average-approximation

Updated Apr 27, 2026
MATLAB

JeGr9797 / SAA-for-CFLP-with-backlog-penalty-and-APP

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gurobi cplex lingo neos-server benders-decomposition gurobipy stochastic-programming cplex-optimization-solver capacited-location-problem sample-average-approximation aggregate-production-planning

Updated Jun 12, 2023
JetBrains MPS

chadfong10 / multicut_Lshaped

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Multicut L-shaped method for crowd-shipping & mobile depots assignment

stochastic-optimization l-shaped sample-average-approximation

Updated May 5, 2025
C++

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