Outer Approximation for Mixed-Integer Nonlinear Robust Optimization.
Martina KuchlbauerFrauke LiersMichael StinglPublished in: J. Optim. Theory Appl. (2022)
Keyphrases
- mixed integer
- robust optimization
- lot sizing
- quadratic program
- linear program
- multistage
- feasible solution
- convex hull
- lead time
- mathematical programming
- optimal solution
- approximation algorithms
- decision theory
- tabu search
- linear programming
- machine learning
- graphical models
- continuous variables
- principal component analysis
- semidefinite programming
- dynamic programming