Robust binary optimization using a safe tractable approximation

DOI10.1016/j.orl.2015.06.006zbMath1408.90183OpenAlexW586461037MaRDI QIDQ1785400

Ruken Düzgün, Aurélie Thiele

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.06.006

zbMATH Keywords

robust optimizationchance constraintsBernstein approximationbinary problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Boolean programming (90C09)

Related Items (2)

Robust and reliable portfolio optimization formulation of a chance constrained problem ⋮ Robust optimization approximation for ambiguous P-model and its application

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