Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming
نویسندگان
چکیده
منابع مشابه
Data-Driven Stochastic Robust Optimization: General Computational Framework and Algorithm Leveraging Machine Learning for Optimization under Uncertainty in the Big Data Era
A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various conditions, which are encoded by class labels. Machine learning methods including Dirichlet process mixture model and maximum likelihood estimation are employed for...
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ژورنال
عنوان ژورنال: Computers & Chemical Engineering
سال: 2019
ISSN: 0098-1354
DOI: 10.1016/j.compchemeng.2019.03.034