Quantile Formulation for Optimization Under a Qualitative Risk Constraint.
Felisa J. Vázquez-AbadOliver ShetlerPedro SotoPublished in: CDC (2022)
Keyphrases
- chance constraints
- optimization algorithm
- optimization procedure
- quadratic programming
- optimization problems
- robust optimization
- efficient optimization
- qualitative and quantitative
- risk management
- constrained optimization
- optimization process
- linear constraints
- penalty function
- representer theorem
- genetic algorithm
- quadratic program
- qualitative reasoning
- linear programming
- multi objective