A Transformation-Proximal Bundle Algorithm for Solving Multistage Adaptive Robust Optimization Problems.
Chao NingFengqi YouPublished in: CDC (2018)
Keyphrases
- multistage
- robust optimization
- dynamic programming
- stochastic programming
- objective function
- computational complexity
- learning algorithm
- max min
- benchmark problems
- optimal solution
- cost function
- stochastic optimization
- optimization problems
- linear programming
- transportation problem
- optimization model
- lot sizing
- combinatorial optimization
- game theory
- np hard
- multi objective
- lower bound
- reinforcement learning