Solving Multistage Mixed Nonlinear Convex Stochastic Problems.
Eugenio MijangosPublished in: Informatica (2016)
Keyphrases
- multistage
- convex relaxation
- stochastic programming
- quadratic program
- stochastic optimization
- combinatorial optimization
- quadratic optimization problems
- optimization problems
- convex optimization problems
- convex programming
- production system
- single stage
- dynamic programming
- nonlinear equations
- robust optimization
- convex optimization
- convex functions
- linear systems
- piecewise linear
- capacity expansion
- objective function
- nonlinear optimization problems