A mixed-integer conic programming formulation for computing the flexibility index under multivariate gaussian uncertainty.
Joshua PulsipherVictor M. ZavalaPublished in: Comput. Chem. Eng. (2018)
Keyphrases
- mixed integer
- conic programming
- multivariate gaussian
- linear program
- optimal solution
- maximum likelihood estimation
- benders decomposition
- lot sizing
- feasible solution
- convex hull
- valid inequalities
- covariance matrix
- mixed integer program
- cutting plane
- mixed integer linear programming
- second order cone program
- network design problem
- quadratic program
- gaussian distribution
- continuous variables
- search algorithm
- model selection
- mathematical model
- clustering algorithm
- markov random field
- evolutionary algorithm