Re: Sample average approximation (SAA)

Hello, dear Alex Fleischer,

Thank you very much. 

I have to check it, I am not sure is it working correctly or not.

It is working fine with a small set of data, but it is difficult to represent the efficiency of stochastic optimization with the small data. Problem is that It takes too much time for a bigger set of data. Even I have not got a solution in 11 hours. 

Can you give me advice/

Thank you in advance.

Best regards,



Source: Re: Sample average approximation (SAA)