Sample Average Approximation

The dataset used in the paper is a set of samples from a quadratic objective function with a random component and a univariate decision variable. The dataset is used to test the performance of different methods for stochastic optimization.

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Eddie Anderson, Harrison Nguyen (2025). Dataset: Sample Average Approximation. https://doi.org/10.57702/o9kqgbjq

DOI retrieved: January 3, 2025

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Created January 3, 2025
Last update January 3, 2025
Defined In https://doi.org/10.48550/arXiv.1907.08334
Author Eddie Anderson
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Harrison Nguyen