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Record W2105055176 · doi:10.1142/s0217595913400022

A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS

2013· article· en· W2105055176 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueAsia Pacific Journal of Operational Research · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsnot available
FundersMcMaster University
KeywordsMathematicsSmoothingMathematical optimizationStochastic dominanceSample size determinationApplied mathematicsRate of convergenceBellman equationFunction (biology)DiscretizationMinificationPenalty methodExponential functionSample (material)Convergence (economics)Computer scienceStatisticsMathematical analysis

Abstract

fetched live from OpenAlex

In this paper, we propose a smoothing penalized sample average approximation (SAA) method for solving a stochastic minimization problem with second-order dominance constraints. The basic idea is to use sample average to approximate the expected values of the underlying random functions and then reformulate the discretized problem as an ordinary nonlinear programming problem with finite number of constraints. An exact penalty function method is proposed to deal with the latter and an elementary smoothing technique is used to tackle the nonsmoothness of the plus function and the exact penalty function. We investigate the convergence of the optimal value obtained from solving the smoothed penalized sample average approximation problem as sample size increases and show that with probability approaching to one at exponential rate with the increase of sample size the optimal value converges to its true counterpart. Some preliminary numerical results are reported.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.012
metaresearch head score (Gemma)0.011
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Scholarly communication, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.684
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0120.011
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.120
GPT teacher head0.431
Teacher spread0.312 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it