sample-average-approximation

Here are 3 public repositories matching this topic...

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

Star

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

Star

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

stochastic-optimization l-shaped sample-average-approximation

Updated May 5, 2025
C++

Improve this page

Add a description, image, and links to the sample-average-approximation topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the sample-average-approximation topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly