Efficient Robust Linear Optimization for Large Repositioning Problems.
Haris GavranovicMirsad BuljubasicPublished in: INOC (2011)
Keyphrases
- optimization problems
- robust optimization
- convex quadratic programming
- highly non linear
- np complete
- optimization algorithm
- mathematical programming
- quadratic programming
- computationally efficient
- computationally expensive
- closed form
- efficient solutions
- linear systems
- global optimization
- quadratic program
- semidefinite
- highly efficient
- genetic algorithm
- decision problems
- multi objective
- evolutionary algorithm
- feature selection