ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs.

Nan Jiang Weijun Xie

Published in: Oper. Res. (2022)

Keyphrases

chance constrained
computationally tractable
stochastic programming
robust optimization
knapsack problem
chance constrained programming
multistage
convex optimization
chance constraints
reverse logistics
dynamic programming
cost function
fuzzy logic
linear program