A survey of nonlinear robust optimization.

Sven Leyffer Matt Menickelly Todd S. Munson Charlie Vanaret Stefan M. Wild

Published in: INFOR Inf. Syst. Oper. Res. (2020)

Keyphrases

robust optimization
chance constrained
mathematical programming
portfolio optimization
stochastic programming
risk measures
semidefinite programming
high order
lot sizing
decision theory
linear programming
combinatorial optimization
chance constraints