Machine Learning for K-adaptability in Two-stage Robust Optimization.
Esther JulienKrzysztof PostekS. Ilker BirbilPublished in: CoRR (2022)
Keyphrases
- robust optimization
- machine learning
- chance constrained
- mathematical programming
- stochastic programming
- portfolio optimization
- semidefinite programming
- risk measures
- lot sizing
- machine learning algorithms
- feature selection
- learning tasks
- decision theory
- chance constraints
- linear programming
- supervised learning
- dynamic programming
- special case
- high dimensional
- decision trees
- artificial intelligence