Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty.

Immanuel M. Bomze Markus Gabl

Published in: SIAM J. Optim. (2022)

Keyphrases

robust optimization
mathematical programming
mixed integer linear
optimization problems
uncertain data
utility theory
learning algorithm
objective function
search algorithm
optimization algorithm
incomplete information
global optimization
optimization methods
multi attribute
inherent uncertainty