Robust Optimization for Non-Convex Objectives.

Robert S. Chen Brendan Lucier Yaron Singer Vasilis Syrgkanis

Published in: NIPS (2017)

Keyphrases

robust optimization
chance constrained
stochastic programming
mathematical programming
portfolio optimization
convex optimization
lot sizing
multiple objectives
risk measures
convex hull
decision theory
learning algorithm
multi objective
semidefinite programming