Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making

DOI10.1016/j.ejor.2020.11.027zbMath1487.90498OpenAlexW3107323290MaRDI QIDQ2030473

Chao Shang, Biao Han, De-Xian Huang

Publication date: 7 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.11.027

zbMATH Keywords

robust optimizationuncertainty modellinguncertainty setmultiple kernel learningdata-driven decision-making

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15) Robustness in mathematical programming (90C17)

Related Items (2)

Active learning-based multistage sequential decision-making model with application on common bile duct stone evaluation ⋮ Distributionally robust chance constrained SVM model with \(\ell_2\)-Wasserstein distance

Uses Software

• SHOGUN
• CVX
• ROME
• LIBSVM
• SimpleMKL
• SpicyMKL
• EasyMKL
• BRMaximin

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