Convex relaxations of chance constrained optimization problems.
Shabbir AhmedPublished in: Optim. Lett. (2014)
Keyphrases
- chance constrained
- convex relaxation
- optimization problems
- knapsack problem
- optimization methods
- stochastic programming
- multistage
- convex optimization
- evolutionary algorithm
- robust optimization
- globally optimal
- metaheuristic
- chance constraints
- multi label
- reverse logistics
- computationally tractable
- objective function
- cost function
- chance constrained programming
- linear program
- multiple kernel learning
- traveling salesman problem
- combinatorial optimization
- optimization method
- network design
- vehicle routing problem
- simulated annealing
- dynamic programming
- neural network
- graph cuts
- image classification
- feature selection