A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality.

Marco C. Campi Simone Garatti

Published in: J. Optim. Theory Appl. (2011)

Keyphrases

chance constrained
stochastic programming
robust optimization
chance constraints
multistage
optimization problems
optimization algorithm
knapsack problem
reverse logistics
chance constrained programming
genetic algorithm
computational complexity
np hard
fuzzy sets
third party
mathematical programming