A general model-and-run solver for multistage robust discrete linear optimization.
Michael HartischUlf LorenzPublished in: CoRR (2022)
Keyphrases
- multistage
- stochastic programming
- stochastic optimization
- single stage
- robust optimization
- lot sizing
- dynamic programming
- production system
- mathematical programming
- optimal policy
- optimization algorithm
- optimization problems
- parallel algorithm
- linear program
- data mining
- optimization method
- finite number
- optimization model
- decision variables
- search algorithm
- machine learning