Globalized Robust Optimization for Nonlinear Uncertain Inequalities.
Aharon Ben-TalRuud BrekelmansDick den HertogJean-Philippe VialPublished in: INFORMS J. Comput. (2017)
Keyphrases
- robust optimization
- robust counterpart
- mathematical programming
- chance constrained
- stochastic programming
- portfolio optimization
- sufficient conditions
- lot sizing
- artificial intelligence
- risk measures
- decision making
- decision theory
- chance constraints
- kernel methods
- semidefinite programming
- high order
- ant colony optimization
- evolutionary algorithm
- search space