Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models.
Jinxiang WeiZhaolin HuJun LuoShushang ZhuPublished in: Ann. Oper. Res. (2024)
Keyphrases
- branch and bound algorithm
- gaussian mixture model
- chance constrained
- stochastic programming
- lower bound
- knapsack problem
- optimal solution
- mixture model
- branch and bound
- np hard
- upper bound
- robust optimization
- computationally tractable
- feature vectors
- test problems
- em algorithm
- combinatorial optimization
- reverse logistics
- linear program
- feature space
- third party
- expectation maximization
- maximum likelihood
- multistage
- learning algorithm
- special case
- model selection
- search algorithm
- linear programming
- reinforcement learning