Adjustable robust optimization through multi-parametric programming.

Styliani Avraamidou Efstratios N. Pistikopoulos

Published in: Optim. Lett. (2020)

Keyphrases

robust optimization
robust counterpart
chance constrained
mathematical programming
stochastic programming
portfolio optimization
semidefinite programming
risk measures
data mining
decision theory
chance constraints
artificial intelligence
search algorithm
support vector machine
lot sizing