Tractable stochastic analysis in high dimensions via robust optimization.

Chaithanya Bandi Dimitris Bertsimas

Published in: Math. Program. (2012)

Keyphrases

high dimensions
robust optimization
stochastic programming
chance constrained
data mining
high dimensional data
stochastic optimization
data analysis
computationally tractable
neural network
high quality
distance measure
metaheuristic
chance constraints