Chance constrained 0-1 quadratic programs using copulas.
Jianqiang ChengMichal HoudaAbdel LisserPublished in: Optim. Lett. (2015)
Keyphrases
- chance constrained
- quadratic program
- stochastic programming
- linear program
- linear programming
- linear constraints
- quadratic programming
- knapsack problem
- convex optimization
- mixed integer
- approximation algorithms
- robust optimization
- objective function
- np hard
- maximum margin
- computationally tractable
- primal dual
- optimal solution
- reverse logistics
- multistage
- dynamic programming
- third party
- optimization problems
- probabilistic model
- search space