A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization.
Dimitris BertsimasVineet GoyalBrian Y. LuPublished in: Math. Program. (2015)
Keyphrases
- upper bound
- highly non linear
- robust optimization
- quadratic programming
- optimal solution
- discrete optimization
- closed form solutions
- closed form
- complex optimization problems
- optimization strategies
- lower bound
- vehicle routing
- multiple objectives
- global optimization
- optimization algorithm
- computationally efficient
- linear systems
- optimization problems
- worst case
- estimation of distribution algorithms
- optimization methods
- optimization criteria
- face recognition
- conjugate gradient method
- simultaneous optimization