New Formulations for Optimization under Stochastic Dominance Constraints.
James R. LuedtkePublished in: SIAM J. Optim. (2008)
Keyphrases
- stochastic dominance
- constrained optimization
- optimization methods
- np hard optimization problems
- fuzzy random variables
- optimization problems
- random variables
- global optimization
- optimization algorithm
- optimization process
- optimization method
- constraint programming
- multiple objectives
- integer program
- lagrange multipliers
- global constraints
- objective function
- evolutionary algorithm
- optimization criteria
- decision variables
- stochastic optimization
- linear constraints
- geometric constraints
- constraint satisfaction