Binary decision rules for multistage adaptive mixed-integer optimization.
Dimitris BertsimasAngelos GeorghiouPublished in: Math. Program. (2018)
Keyphrases
- multistage
- decision rules
- mixed integer
- lot sizing
- stochastic programming
- global optimization problems
- quadratic program
- linear program
- rough sets
- mixed integer programming
- single stage
- cutting plane
- production planning
- dynamic programming
- decision trees
- robust optimization
- convex hull
- optimization problems
- optimal solution
- continuous variables
- probability distribution
- optimal policy
- cost function
- evolutionary algorithm
- linear programming