Data-driven distributionally robust chance-constrained optimization with large data set and outliers: Sequential sample removal algorithm for solution improvement.
Shu-Bo YangSanjula KammammettuZukui LiPublished in: Comput. Chem. Eng. (2023)
Keyphrases
- data driven
- robust optimization
- optimization algorithm
- chance constrained
- optimal solution
- computationally tractable
- stochastic programming
- learning algorithm
- computational complexity
- cost function
- mathematical model
- np hard
- dynamic programming
- linear programming
- combinatorial optimization
- decision making
- worst case
- particle swarm optimization
- multi objective
- search space
- genetic algorithm