Approximate Kernel Learning Uncertainty Set for Robust Combinatorial Optimization.
Benoit LogerAlexandre DolguiFabien LehuédéGuillaume MassonnetPublished in: INFORMS J. Comput. (2024)
Keyphrases
- combinatorial optimization
- kernel learning
- semi definite programming
- simulated annealing
- metaheuristic
- kernel function
- optimization problems
- kernel matrix
- multiple kernel learning
- dimensionality reduction
- support vector regression
- clustering algorithm
- similarity measure
- evolutionary algorithm
- pairwise constraints