Data-Driven Nested Stochastic Robust Optimization: A General Computational Framework and Algorithm for Optimization under Uncertainty in the Big Data Era.
Chao NingFengqi YouPublished in: CoRR (2017)
Keyphrases
- big data
- computational framework
- robust optimization
- data driven
- dynamic programming
- benchmark problems
- learning algorithm
- special case
- computational model
- stochastic optimization
- chance constrained
- stochastic programming
- mathematical programming
- chance constraints
- data mining
- convergence rate
- linear program
- np hard
- expert systems
- case study