On quantile cuts and their closure for chance constrained optimization problems.
Weijun XieShabbir AhmedPublished in: Math. Program. (2018)
Keyphrases
- chance constrained
- optimization problems
- knapsack problem
- stochastic programming
- evolutionary algorithm
- robust optimization
- objective function
- cost function
- chance constraints
- traveling salesman problem
- metaheuristic
- computationally tractable
- chance constrained programming
- linear program
- reverse logistics
- benchmark problems
- combinatorial optimization
- artificial intelligence
- nsga ii
- multistage
- linear programming