The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems.

Erick Delage Ahmed Saif

Published in: INFORMS J. Comput. (2022)

Keyphrases

robust optimization
mixed integer
lot sizing
mathematical programming
stochastic programming
optimal solution
feasible solution
benchmark problems
mixed integer programming
linear program
decision theory
convex hull
machine learning
linear programming
semidefinite programming
integer variables