Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation.

Published in: Eur. J. Oper. Res. (2012)

Keyphrases

mixed integer
linear interpolation
stochastic systems
optimization scheme
linear program
lot sizing
linear programming
convex hull
feasible solution
stochastic models
optimization problems
continuous variables
objective function
optimal solution
maximum likelihood
partial differential equations