Multistage adaptive stochastic mixed integer optimization through piecewise decision rule approximation.
Farough Motamed NasabZukui LiPublished in: Comput. Chem. Eng. (2021)
Keyphrases
- multistage
- decision rules
- mixed integer
- stochastic programming
- lot sizing
- stochastic optimization
- linear program
- single stage
- rough sets
- statistical decision theory
- decision trees
- linear programming
- quadratic program
- dynamic programming
- convex hull
- mixed integer programming
- production planning
- cutting plane
- optimal solution
- feasible solution
- robust optimization
- continuous variables
- machine learning
- optimal policy
- optimization problems
- search space
- genetic algorithm