Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities.
Miguel A. LejeuneFrançois MargotPublished in: Oper. Res. (2016)
Keyphrases
- chance constrained
- optimization problems
- knapsack problem
- stochastic programming
- robust optimization
- combinatorial optimization
- objective function
- chance constraints
- evolutionary algorithm
- chance constrained programming
- multistage
- computationally tractable
- linear matrix inequality
- sufficient conditions
- cost function
- metaheuristic
- reverse logistics
- linear program
- np hard
- multi objective
- mathematical programming
- traveling salesman problem
- computational complexity
- reinforcement learning