A polynomial-time algorithm for a nonconvex chance-constrained program under the normal approximation.
David T. MildebrathPublished in: Optim. Lett. (2023)
Keyphrases
- approximation ratio
- computational complexity
- cost function
- objective function
- dynamic programming
- np hard
- learning algorithm
- worst case
- approximation algorithms
- linear program
- linear programming
- particle swarm optimization
- knapsack problem
- search space
- mathematical model
- search algorithm
- reinforcement learning
- bi objective
- computationally tractable
- decision making