Robust optimization with simulated annealing.
Dimitris BertsimasOmid NohadaniPublished in: J. Glob. Optim. (2010)
Keyphrases
- robust optimization
- simulated annealing
- mathematical programming
- chance constrained
- combinatorial optimization
- genetic algorithm
- tabu search
- portfolio optimization
- metaheuristic
- stochastic programming
- evolutionary algorithm
- benchmark problems
- risk measures
- optimization methods
- lot sizing
- semidefinite programming
- hill climbing
- bayesian networks
- theoretical framework
- third party
- decision theory
- neural network