Data-driven robust optimization based on position-regulated support vector clustering.
Somayeh Danesh AsgariEmran MohammadiAhmad MakuiMostafa JafariPublished in: J. Comput. Sci. (2024)
Keyphrases
- robust optimization
- data driven
- support vector clustering
- chance constrained
- mathematical programming
- stochastic programming
- portfolio optimization
- risk measures
- linear programming
- lot sizing
- semidefinite programming
- decision theory
- chance constraints
- genetic algorithm
- optimization problems
- high dimensional
- decision making