Piecewise static policies for two-stage adjustable robust linear optimization.
Omar El HousniVineet GoyalPublished in: Math. Program. (2018)
Keyphrases
- piecewise linear
- linear model
- optimization algorithm
- optimization method
- discrete optimization
- parameter tuning
- optimization problems
- computationally efficient
- optimal policy
- global optimization
- optimization methods
- closed form
- management policies
- optimization process
- real time
- objective function
- multiscale
- case study
- feature selection
- learning algorithm