A Surrogate Assisted Approach for Fitness Computation in Robust Optimization over Time.
Pavel Novoa-HernándezCarlos Cruz CoronaDavid A. PeltaPublished in: CAEPIA (2024)
Keyphrases
- robust optimization
- chance constrained
- mathematical programming
- risk measures
- portfolio optimization
- stochastic programming
- genetic algorithm
- evolutionary algorithm
- semidefinite programming
- chance constraints
- lot sizing
- decision theory
- fitness function
- linear programming
- optimization problems
- cooperative
- training data
- artificial intelligence