Interplay of non-convex quadratically constrained problems with adjustable robust optimization.
Immanuel M. BomzeMarkus GablPublished in: Math. Methods Oper. Res. (2021)
Keyphrases
- robust optimization
- constrained problems
- robust counterpart
- chance constrained
- constraint propagation
- constraint satisfaction
- mathematical programming
- stochastic programming
- optimization problems
- convex optimization
- interior point methods
- chance constraints
- semidefinite programming
- lot sizing
- linear programming
- primal dual
- genetic algorithm
- constraint satisfaction problems
- special case