Oracle-based algorithms for binary two-stage robust optimization

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs

In this paper, we introduce and study a two-stage distributionally robust mixed binary problem (TSDR-MBP) where the random parameters follow the worst-case distribution belonging to an uncertainty set of probability distributions. We present a decomposition algorithm, which utilizes distribution separation procedure and parametric cuts within Benders’ algorithm or Lshaped method, to solve TSDR-...

متن کامل

Oracle-Based Robust Optimization via Online Learning

Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the problem solved is a min-max problem where a solution is judged according to its performance on the worst possible realization of the parameters. In many cas...

متن کامل

Robust Quantum Algorithms for Oracle Identification

The oracle identification problem (OIP) was introduced by Ambainis et al. [4]. It is given as a set S of M oracles and a blackbox oracle f . Our task is to figure out which oracle in S is equal to the blackbox f by making queries to f . OIP includes several problems such as the Grover Search as special cases. In this paper, we improve the algorithms in [4] by providing a mostly optimal upper bo...

متن کامل

Two-Stage Robust Power Grid Optimization Problem

For both regulated and deregulated electric power markets, due to the integration of renewable energy generation and uncertain demands, both supply and demand sides of an electric power grid are volatile and under uncertainty. Accordingly, a large amount of spinning reserve is required to maintain the reliability of the power grid in traditional approaches. In this paper, we propose a novel two...

متن کامل

On robust optimization of two-stage systems

Robust optimization extends stochastic programming models by incorporating measures of variability into the objective function. This paper explores robust optimization in the context of two-stage planning systems. First, we propose the use of a generalized Benders decomposition algorithm for solving robust models. Next, we argue that using an arbitrary measure for variability can lead to sub-op...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Optimization and Applications

سال: 2020

ISSN: 0926-6003,1573-2894

DOI: 10.1007/s10589-020-00207-w