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An algorithm for binary linear chance-constrained problems using IIS.
Gianpiero Canessa
Julian A. Gallego
Lewis Ntaimo
Bernardo K. Pagnoncelli
Published in:
Comput. Optim. Appl. (2019)
Keyphrases
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benchmark problems
worst case
cost function
np hard
mixed integer programming
multistage
optimization problems
dynamic programming
evolutionary algorithm
optimal solution
sufficient conditions
objective function
combinatorial optimization
knapsack problem
learning algorithm
shortest path problem
genetic algorithm