Searching for Robustness Intervals in Evolutionary Robust Optimization.

Wei Du Wenjiang Song Yang Tang Yaochu Jin Feng Qian

Published in: IEEE Trans. Evol. Comput. (2022)

Keyphrases

robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
genetic algorithm
risk measures
search space
decision theory
special case
graphical models
linear programming
search strategies
lot sizing
semidefinite programming
cooperative
training data