Decision programming for mixed-integer multi-stage optimization under uncertainty.
Ahti SaloJuho AndelminFabricio OliveiraPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- multistage
- mixed integer
- lot sizing
- robust optimization
- stochastic programming
- stochastic optimization
- global optimization problems
- mixed integer programming
- quadratic program
- single stage
- benders decomposition
- dynamic programming
- decision theory
- linear program
- continuous relaxation
- decision making
- convex hull
- network design problem
- production planning
- max min
- optimization problems
- feasible solution
- optimization algorithm
- decision makers
- high dimensional
- continuous variables