Robust Optimization Over Time: Problem Difficulties and Benchmark Problems.
Haobo FuBernhard SendhoffKe TangXin YaoPublished in: IEEE Trans. Evol. Comput. (2015)
Keyphrases
- benchmark problems
- robust optimization
- chance constrained
- stochastic programming
- optimization problems
- mathematical programming
- simulated annealing
- test problems
- vehicle routing problem
- portfolio optimization
- job shop scheduling problem
- optimisation problems
- risk measures
- lot sizing
- decision theory
- semidefinite programming
- objective function
- case based reasoning
- special case