Nonconvex Robust Optimization for Problems with Constraints.

Dimitris Bertsimas Omid Nohadani Kwong Meng Teo

Published in: INFORMS J. Comput. (2010)

Keyphrases

robust optimization
mathematical programming
optimization problems
chance constrained
semidefinite programming
stochastic programming
chance constraints
portfolio optimization
machine learning
probability distribution
resource allocation
lot sizing