Robust optimization with nonnegative decision variables: A DEA approach.
Mehdi TolooEmmanuel Kwasi MensahPublished in: Comput. Ind. Eng. (2019)
Keyphrases
- robust optimization
- decision variables
- objective function
- linear programming
- mathematical programming
- sensitivity analysis
- chance constrained
- knapsack problem
- stochastic programming
- multi objective
- random variables
- semidefinite programming
- multiple objectives
- nonnegative matrix factorization
- optimization problems
- risk measures
- lot sizing
- lower bound
- cost function
- greedy algorithm
- integer programming
- optimal solution
- dynamic programming
- neural network
- np hard
- state space