Cut generation for optimization problems with multivariate risk constraints.
Simge KüçükyavuzNilay NoyanPublished in: Math. Program. (2016)
Keyphrases
- optimization problems
- cost function
- evolutionary algorithm
- constrained problems
- metaheuristic
- decision making
- objective function
- constrained optimization
- constraint satisfaction
- dependence structure
- optimization criteria
- geometric constraints
- risk management
- risk factors
- high risk
- neural network
- co occurrence
- relational databases
- chance constraints