Optimal robust optimization approximation for chance constrained optimization problem.
Zhuangzhi LiZukui LiPublished in: Comput. Chem. Eng. (2015)
Keyphrases
- robust optimization
- chance constrained
- stochastic programming
- chance constraints
- mathematical programming
- semidefinite programming
- combinatorial optimization
- approximation algorithms
- linear programming
- computationally tractable
- decision theory
- dynamic programming
- multistage
- linear program
- optimal solution
- lot sizing
- worst case
- support vector