Multistage Robust Mixed-Integer Optimization with Adaptive Partitions.
Dimitris BertsimasIain DunningPublished in: Oper. Res. (2016)
Keyphrases
- multistage
- mixed integer
- lot sizing
- stochastic programming
- robust optimization
- linear program
- global optimization problems
- mixed integer programming
- dynamic programming
- quadratic program
- single stage
- cutting plane
- continuous relaxation
- production planning
- feasible solution
- second order cone program
- optimization problems
- benders decomposition
- linear programming
- optimization algorithm
- optimal solution
- convex hull
- machine learning
- continuous variables
- optimal policy