Machine Learning for K-adaptability in Two-stage Robust Optimization.

Esther Julien Krzysztof Postek S. Ilker Birbil

Published 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