On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints.
Holger BertholdHolger HeitschRené HenrionJan SchwientekPublished in: Math. Methods Oper. Res. (2022)
Keyphrases
- optimization problems
- optimization criteria
- evolutionary algorithm
- crew pairing
- mixed integer
- optimal solution
- constraint solver
- linear constraints
- objective function
- cost function
- solution quality
- solution space
- discrete optimization problems
- partial solutions
- linear equations
- dual variables
- constraint violations
- inequality constraints
- multi objective
- linear programming problems
- robust optimization
- probabilistic model
- computationally efficient
- constraint networks
- global constraints