نتایج جستجو برای: stage stochastic programming sample average approximation multiple cuts benders decomposition
تعداد نتایج: 2354021 فیلتر نتایج به سال:
In the present economic context, the operating theater is considered as a critical activity in health care management. This paper describes a model for operating room (OR) planning under constraint of a unique equipment. At first level we schedule elective surgeries under the uncertainty of using a unique equipment. At the second level we consider emergency surgeries, and at the third le...
Operations Research practitioners often want to model complicated functions that are difficult encode in their underlying optimisation framework. A common approach is solve an approximate model, and then use a simulation evaluate the true objective value of one or more solutions. We propose new integrating into itself. The idea run at each incumbent solution master problem. results used guide t...
When solving the linear programming (LP) relaxation of a mixed-integer program (MIP) with column generation, columns might be generated that are not needed to express any integer optimal solution. Such called strongly redundant and dual bound obtained by LP is potentially stronger if these generated. We introduce sufficient condition for strong redundancy can checked compact LP. Using solution ...
Integrated sites are tightly interconnected networks of large-scale chemical processes. Given the large-scale network structure of these sites, disruptions in any of its nodes, or individual chemical processes, can propagate and disrupt the operation of the whole network. Random process failures that reduce or shut down production capacity are among the most common disruptions. The impact of su...
Stochastic optimization models for location and inventory prepositioning of disaster relief supplies
We consider the problem of preparing for a disaster season by determining where to open warehouses and how much relief item inventory preposition in each. Then, after each disaster, prepositioned items are distributed demand nodes during post-disaster phase, additional procured as needed. There is often uncertainty level, affected areas’ locations, items, usable fraction post-disaster, procurem...
In Shapiro [2006], estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the conditional sample average approximation method were derived. In this paper we construct an example in the multistage setting that shows that these estimates cannot be significantly improved.
The separation problem is central to mathematical programming. It asks how a continuous relaxation of an optimization problem can be strengthened by adding constraints that separate or cut off an infeasible solution. We study an analogous separation problem for a discrete relaxation based on binary decision diagrams (BDDs), which have recently proved useful in optimization and constraint progra...
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample average approximation method. The presented analysis is self contained and is based on a, relatively elementary, one dimensional Cramér’s Large Deviations Theorem.
in this paper, a new model is proposed for the integrated logistics network designing problem. in many research papers in this area, it is assumed that there is only one option for the capacity of each facility in the network. however, this is not a realistic assumption because generally there may be many possible options for the capacity of the facility that is being established. usually the c...
In this work we present a global optimization algorithm for solving a class of large-scale nonconvex optimization models that have a decomposable structure. Such models are frequently encountered in two-stage stochastic programming problems, engineering design, and also in planning and scheduling. A generic formulation and reformulation of the decomposable models is given. We propose a speciali...
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