On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems.
Kostas MargellosPaul GoulartJohn LygerosPublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- chance constrained
- robust optimization
- optimization problems
- knapsack problem
- stochastic programming
- evolutionary algorithm
- mathematical programming
- cost function
- chance constraints
- metaheuristic
- combinatorial optimization
- traveling salesman problem
- objective function
- benchmark problems
- semidefinite programming
- control system
- artificial intelligence
- lot sizing
- decision theory
- tabu search
- multi objective