Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach.
Zhiping ChenShen PengJia LiuPublished in: J. Optim. Theory Appl. (2018)
Keyphrases
- mixture model
- data driven
- robust optimization
- chance constrained
- generative model
- em algorithm
- gaussian mixture model
- optimization problems
- mathematical programming
- model selection
- unsupervised learning
- probabilistic model
- expectation maximization
- combinatorial optimization
- benchmark problems
- efficient solutions
- stochastic programming
- computationally tractable
- information retrieval