On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints.
Pranjal AwasthiVineet GoyalBrian Y. LuPublished in: Math. Program. (2019)
Keyphrases
- constrained optimization
- linear constraints
- optimization algorithm
- mathematical program
- linear inequalities
- decision making
- chance constraints
- optimization problems
- constraint satisfaction
- optimization method
- data sets
- constraint programming
- optimization process
- np hard optimization problems
- robust stability
- optimization criteria
- penalty function
- packing problem
- global optimization
- incomplete information
- closed form
- least squares
- bayesian networks