On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems.
Weijun XieShabbir AhmedPublished in: SIAM J. Optim. (2018)
Keyphrases
- robust optimization
- chance constrained
- stochastic programming
- optimization problems
- chance constraints
- mathematical programming
- multistage
- computationally tractable
- evolutionary algorithm
- cost function
- linear program
- objective function
- chance constrained programming
- decision theory
- metaheuristic
- semidefinite programming
- lot sizing
- knapsack problem
- third party
- special case
- genetic algorithm