Chance constrained uncertain classification via robust optimization.

Aharon Ben-Tal Sahely Bhadra Chiranjib Bhattacharyya J. Saketha Nath

Published in: Math. Program. (2011)

Keyphrases

chance constrained
robust optimization
stochastic programming
chance constraints
mathematical programming
knapsack problem
multistage
reverse logistics
optimization problems
decision theory
training set
computationally tractable
feature space
semidefinite programming
lot sizing
third party
scheduling problem