Second-order scenario approximation and refinement in optimization under uncertainty.
N. C. P. EdirisingheG.-M. YouPublished in: Ann. Oper. Res. (1996)
Keyphrases
- higher order
- robust optimization
- optimization problems
- approximation algorithms
- global optimization
- optimization algorithm
- uncertain data
- optimization process
- belief functions
- efficient computation
- optimization method
- rough sets
- error bounds
- artificial intelligence
- constrained optimization
- multiple objectives
- optimization strategies
- inherent uncertainty
- monte carlo sampling