An uncertain minimization problem: robust optimization versus optimization of robustness.
Moussa BarroSado TraoréPublished in: Optim. Lett. (2023)
Keyphrases
- robust optimization
- robust counterpart
- mathematical programming
- chance constrained
- stochastic programming
- stochastic optimization
- max min
- portfolio optimization
- decision theory
- semidefinite programming
- risk measures
- lot sizing
- optimal solution
- objective function
- genetic algorithm
- combinatorial optimization
- linear programming
- optimization problems
- scheduling problem
- decision making