Robust Optimization Over Time: A Critical Review

نویسندگان

چکیده

Robust optimization over time (ROOT) is the combination of robust and dynamic optimization. In ROOT, frequent changes to deployed solutions are undesirable, which can be due high cost switching between solutions, limitations on resources required deploy new and/or system’s inability tolerate in solutions. ROOT dedicated study development algorithms capable dealing with implications deploying or maintaining longer horizons involving multiple environmental changes. This paper presents an in-depth review research ROOT. The overarching aim this survey help researchers gain a broad perspective current state field, what has been achieved so far, existing challenges pitfalls. also aims improve accessibility clarity by standardizing terminology unifying mathematical notions used across providing explicit formulations definitions, improving many descriptions. Moreover, we classify problems based two ROOT-specific criteria: requirements for changing keeping number classification helps better understanding characteristics problems, crucial systematic algorithm design benchmarking. Additionally, methods approach they use finding provide comprehensive them. reviews benchmarks performance indicators. Finally, identify several future directions.

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

Robust optimization over time - A new perspective on dynamic optimization problems

Dynamic optimization problems (DOPs) are those whose specifications change over time during the optimization, resulting in continuously moving optima. Most research work on DOPs is based on the assumption that the goal of addressing DOPs is to track the moving optima. In this paper, we first point out the practical limitations on tracking the moving optima. We then propose to find optimal solut...

متن کامل

Assortment optimization over time

In this note we introduce the problem of assortment optimization over time. We have a sequence of time steps and can introduce one new product per time step. Once introduced a product can not be removed. The goal is to determine which products to introduce so as to maximize revenue over all time steps under some choice model. Given a 1/α-approximation algorithm for the capacitated assortment op...

متن کامل

Time Discounting: A Critical Review

Acknowledgements: We thank John McMillan, David Laibson, Colin Camerer, and three anonymous referees for useful comments. We thank Mandar Oak and Rosa Stipanovic for research assistance. For financial support, Frederick and Loewenstein thank the Integrated Study of the Human Dimensions of Global Change at Carnegie Mellon University (NSF Grant SBR-9521914), and O’Donoghue thanks the National Sci...

متن کامل

A Robust Knapsack Based Constrained Portfolio Optimization

Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...

متن کامل

Multicasting over Overlay Networks A Critical Review

Multicasting technology uses the minimum network resources to serve multiple clients by duplicating the data packets at the closest possible point to the clients. This way at most only one data packets travels down a network link at any one time irrespective of how many clients receive this packet. Traditionally multicasting has been implemented over a specialized network built using multicast ...

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: IEEE Transactions on Evolutionary Computation

سال: 2023

ISSN: ['1941-0026', '1089-778X']

DOI: https://doi.org/10.1109/tevc.2023.3306017