Nonlinear robust optimization via sequential convex bilevel programming.
Boris HouskaMoritz DiehlPublished in: Math. Program. (2013)
Keyphrases
- robust optimization
- bilevel programming
- convex programming
- mathematical programming
- semidefinite programming
- piecewise linear
- optimality conditions
- convex optimization
- interior point methods
- linear programming
- convergence analysis
- lot sizing
- primal dual
- upper level
- nonlinear programming
- convex hull
- decision theory
- genetic algorithm
- linear program
- support vector machine