On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems.
Dimitris BertsimasVineet GoyalPublished in: Math. Oper. Res. (2010)
Keyphrases
- optimization problems
- evolutionary algorithm
- integer programming
- metaheuristic
- power allocation
- optimization methods
- cost function
- traveling salesman problem
- resource allocation
- control system
- real time
- stochastic optimization
- adaptive filtering
- databases
- objective function
- decision makers
- multiscale
- website
- computer vision
- information retrieval
- neural network