A Mixed-Integer Conic Programming Formulation for Computing the Flexibility Index under Multivariate Gaussian Uncertainty.
Joshua L. PulsipherVictor M. ZavalaPublished in: CoRR (2021)
Keyphrases
- mixed integer
- conic programming
- multivariate gaussian
- linear program
- feasible solution
- lot sizing
- optimal solution
- benders decomposition
- valid inequalities
- mixed integer program
- convex hull
- mixed integer linear programming
- cutting plane
- maximum likelihood estimation
- covariance matrix
- network design problem
- second order cone program
- continuous variables
- gaussian distribution
- linear programming
- quadratic program
- tabu search
- multistage
- machine learning
- objective function