A Transformation-Proximal Bundle Algorithm for Solving Large-Scale Multistage Adaptive Robust Optimization Problems.
Chao NingFengqi YouPublished in: CoRR (2018)
Keyphrases
- multistage
- robust optimization
- dynamic programming
- stochastic programming
- max min
- cost function
- learning algorithm
- objective function
- computational complexity
- benchmark problems
- transportation problem
- simulated annealing
- mathematical programming
- lot sizing
- mixed integer programming
- evolutionary algorithm
- particle swarm optimization
- convergence rate
- optimal solution