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Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective.

Jianzhe ZhenAhmadreza MarandiDanique de MoorDick den HertogLieven Vandenberghe
Published in: INFORMS J. Comput. (2022)
Keyphrases
  • robust optimization
  • chance constrained
  • stochastic optimization
  • max min
  • stochastic programming
  • mathematical programming
  • portfolio optimization
  • lot sizing
  • semidefinite programming
  • pairwise
  • chance constraints