Robust binary optimization using a safe tractable approximation.

Ruken Düzgün Aurélie Thiele

Published in: Oper. Res. Lett. (2015)

Keyphrases

robust optimization
exact computation
computationally efficient
optimization algorithm
global optimization
np hard
closed form
approximation algorithms
efficient computation
relative error
neural network
least squares
np complete
approximation error
approximation ratio