On the performance of affine policies for two-stage adaptive optimization: a geometric perspective.
Dimitris BertsimasHoda BidkhoriPublished in: Math. Program. (2015)
Keyphrases
- optimization algorithm
- optimization problems
- optimization process
- geometric transformations
- optimization method
- affine transformation
- discrete optimization
- geometric information
- evolutionary algorithm
- optimal policy
- global optimization
- markov decision processes
- optimization model
- affine invariant
- database
- linear programming
- supply chain
- viewpoint
- video sequences
- image processing