Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules.
D. WoolnoughVaithilingam JeyakumarGuoyin LiPublished in: Optim. Lett. (2021)
Keyphrases
- decision rules
- linear program
- robust counterpart
- linear programming
- conic programming
- decision trees
- objective function
- semi infinite
- rough sets
- quadratic program
- decision table
- primal dual
- stochastic programming
- simplex method
- rule induction
- dynamic programming
- rough set theory
- mixed integer
- optimal solution
- rule sets
- interior point methods
- np hard
- linear programming problems
- integer program
- convex functions
- computational complexity
- strongly polynomial
- semidefinite
- column generation
- simplex algorithm
- attribute oriented
- market equilibrium
- nelder mead
- mixed integer linear program
- semidefinite programming
- decision functions
- extreme points
- linear inequalities
- robust optimization
- data mining
- expert systems
- feature extraction
- artificial intelligence