Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints.
Chun PengErick DelagePublished in: Oper. Res. (2024)
Keyphrases
- data driven
- stochastic dominance
- robust optimization
- constrained optimization
- optimization algorithm
- stochastic programming
- partial occlusion
- np hard optimization problems
- global constraints
- optimization problems
- higher order
- global optimization
- optimization methods
- mathematical programming
- penalty function
- constraint programming
- lot sizing
- random variables
- linear constraints
- computationally efficient
- lagrange multipliers
- function symbols
- fuzzy random variables
- genetic algorithm