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Framework for Robust Optimization Combining Surrogate Model, Memetic Algorithm, and Uncertainty Quantification.

Pramudita Satria PalarYohanes Bimo DwiantoLavi Rizki ZuhalTakeshi Tsuchiya
Published in: ICSI (1) (2016)
Keyphrases
  • robust optimization
  • probabilistic model
  • theoretical framework
  • memetic algorithm
  • stochastic programming
  • portfolio optimization
  • chance constraints
  • support vector
  • metaheuristic