Multiple kernel learning-aided robust optimization: Learning algorithm, computational tractability, and usage in multi-stage decision-making.
Biao HanChao ShangDexian HuangPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- multistage
- multiple kernel learning
- robust optimization
- lot sizing
- stochastic optimization
- stochastic programming
- learning algorithm
- decision making
- mathematical programming
- learning problems
- learning models
- maximum margin
- linear combination
- semi supervised learning
- dynamic programming
- kernel methods
- training examples
- decision makers
- decision theory
- machine learning
- linear programming
- data mining
- semidefinite programming
- training data
- learning tasks
- multiple features
- support vectors
- support vector
- reinforcement learning
- feature selection
- combinatorial optimization
- optimal policy
- kernel function
- binary classification