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Author : Werner Römisch
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (112 download)
Download or read book Quantitative Stability of Fully Random Mixed-integer Two-stage Stochastic Programs written by Werner Römisch and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Osamu Watanabe
Publisher : Springer Science & Business Media
ISBN 13 : 3642049435
Total Pages : 230 pages
Book Rating : 4.6/5 (42 download)
Download or read book Stochastic Algorithms: Foundations and Applications written by Osamu Watanabe and published by Springer Science & Business Media. This book was released on 2009-10-05 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 5th Symposium on Stochastic Algorithms, Foundations and Applications (SAGA 2009) took place during October 26–28, 2009, at Hokkaido University, Sapporo(Japan).ThesymposiumwasorganizedbytheDivisionofComputerS- ence,GraduateSchoolofComputerScienceandTechnology,HokkaidoUniversity. It o?ered the opportunity to present original research on the design and analysis of randomized algorithms, random combinatorialstructures, implem- tation, experimental evaluation and real-world application of stochastic al- rithms/heuristics. In particular, the focus of the SAGA symposia series is on investigating the power of randomization in algorithms, and on the theory of stochastic processes especially within realistic scenarios and applications. Thus, the scope ofthe symposiumrangesfromthe study oftheoreticalfundamentals of randomizedcomputationtoexperimentalinvestigationsonalgorithms/heuristics and related stochastic processes. The SAGA symposium series is a biennial meeting. Previous SAGA s- posiatookplaceinBerlin,Germany(2001,LNCSvol.2264),Hat?eld,UK(2003, LNCS vol. 2827), Moscow, Russia (2005, LNCS vol. 3777), and Zur ¨ ich, Switz- land (2007, LNCS vol. 4665). This year 22 submissions were received, and the Program Committee selected 15 submissions for presentation. All papers were evaluated by at least three members of the ProgramCommittee, partly with the assistance of subreferees. The present volume contains the texts of the 15 papers presented at SAGA 2009, divided into groups of papers on learning, graphs, testing, optimization, and caching as well as on stochastic algorithms in bioinformatics.
Author : Christian Küchler
Publisher : Springer Science & Business Media
ISBN 13 : 3834893994
Total Pages : 178 pages
Book Rating : 4.8/5 (348 download)
Download or read book Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming written by Christian Küchler and published by Springer Science & Business Media. This book was released on 2010-05-30 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees.
Author : Steffen Rebennack
Publisher : Springer Science & Business Media
ISBN 13 : 3642024939
Total Pages : 503 pages
Book Rating : 4.6/5 (42 download)
Download or read book Handbook of Power Systems I written by Steffen Rebennack and published by Springer Science & Business Media. This book was released on 2010-08-26 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy is one of the world`s most challenging problems, and power systems are an important aspect of energy related issues. This handbook contains state-of-the-art contributions on power systems modeling and optimization. The book is separated into two volumes with six sections, which cover the most important areas of energy systems. The first volume covers the topics operations planning and expansion planning while the second volume focuses on transmission and distribution modeling, forecasting in energy, energy auctions and markets, as well as risk management. The contributions are authored by recognized specialists in their fields and consist in either state-of-the-art reviews or examinations of state-of-the-art developments. The articles are not purely theoretical, but instead also discuss specific applications in power systems.
Author : Martin Grötschel
Publisher : Springer Science & Business Media
ISBN 13 : 3662043319
Total Pages : 789 pages
Book Rating : 4.6/5 (62 download)
Download or read book Online Optimization of Large Scale Systems written by Martin Grötschel and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.
Author : Rüdiger Schultz
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (63 download)
Download or read book Continuity and Stability in Two-stage Stochastic Integer Programming written by Rüdiger Schultz and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stephan Tiedemann
Publisher : Cuvillier Verlag
ISBN 13 : 3865373666
Total Pages : 125 pages
Book Rating : 4.8/5 (653 download)
Download or read book Risk Measures with Preselected Tolerance Levels in Two-stage Stochastic Mixed-integer Programming written by Stephan Tiedemann and published by Cuvillier Verlag. This book was released on 2005 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Georg Ch. Pflug
Publisher : Springer
ISBN 13 : 3319088432
Total Pages : 309 pages
Book Rating : 4.3/5 (19 download)
Download or read book Multistage Stochastic Optimization written by Georg Ch. Pflug and published by Springer. This book was released on 2014-11-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.
Author : John R. Birge
Publisher :
ISBN 13 :
Total Pages : 316 pages
Book Rating : 4.F/5 ( download)
Download or read book Research in Stochastic Programming written by John R. Birge and published by . This book was released on 2000 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gerd Infanger
Publisher : Springer Science & Business Media
ISBN 13 : 1441916423
Total Pages : 373 pages
Book Rating : 4.4/5 (419 download)
Download or read book Stochastic Programming written by Gerd Infanger and published by Springer Science & Business Media. This book was released on 2010-11-10 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Preface... The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series in Operations Research and Management Science, decided finally to go ahead with editing a volume on stochastic programming. The field of stochastic programming (also referred to as optimization under uncertainty or planning under uncertainty) had advanced significantly in the last two decades, both theoretically and in practice. George Dantzig and I felt that it would be valuable to showcase some of these advances and to present what one might call the state-of- the-art of the field to a broader audience. We invited researchers whom we considered to be leading experts in various specialties of the field, including a few representatives of promising developments in the making, to write a chapter for the volume. Unfortunately, to the great loss of all of us, George Dantzig passed away on May 13, 2005. Encouraged by many colleagues, I decided to continue with the book and edit it as a volume dedicated to George Dantzig. Management Science published in 2005 a special volume featuring the “Ten most Influential Papers of the first 50 Years of Management Science.” George Dantzig’s original 1955 stochastic programming paper, “Linear Programming under Uncertainty,” was featured among these ten. Hearing about this, George Dantzig suggested that his 1955 paper be the first chapter of this book. The vision expressed in that paper gives an important scientific and historical perspective to the book. Gerd Infanger
Author : Anahita Hassanzadeh
Publisher :
ISBN 13 : 9781339069197
Total Pages : 176 pages
Book Rating : 4.0/5 (691 download)
Download or read book Two-Stage Stochastic Mixed Integer Linear Optimization written by Anahita Hassanzadeh and published by . This book was released on 2015 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finally, we provide details on the implementation of our proposed algorithm. The implementation allows for construction of several approximations of the value function of the second-stage problem. We use different warm-starting strategies within our proposed algorithm to solve the second-stage problems, including solving all second-stage problems with a single tree. We provide computational results on applying these strategies to the stochastic server problems (SSLP) from the stochastic integer programming test problem library (SIPLIB).
Author : RUSZCZYNSK
Publisher : North Holland
ISBN 13 :
Total Pages : 708 pages
Book Rating : 4.F/5 ( download)
Download or read book Stochastic Programming written by RUSZCZYNSK and published by North Holland. This book was released on 2003-10-09 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: Brings together leading in the most important sub-fields of stochastic programming to present a rigourous overview of basic models, methods and applications of stochastic programming. The text is intended for researchers, students, engineers and economists, who encounter in their work optimization problems involving uncertainty.
Author : Rüdiger Schultz
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (831 download)
Download or read book On Structure and Stability in Stochastic Programs with Random Technology Matrix and Complete Integer Recourse written by Rüdiger Schultz and published by . This book was released on 1993 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rüdiger Schultz
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (164 download)
Download or read book Strong Convexity in Stochastic Programs with Complete Recourse written by Rüdiger Schultz and published by . This book was released on 1995 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "We establish a verifiable sufficient condition for strong convexity of the expected recourse as a function of the tender variable in a two-stage stochastic program with linear recourse. Generalizing a former result where all components of the second-stage right-hand side vector were random we treat the case where only a subvector of the right-hand side is random. As prerequisite, a refined analysis of the polyhedral complex of lineality regions of the second-stage value function is carried out. The sufficient condition for strong convexity allows to widen the class of recourse models for which certain quantitative results on stability and asymptotic convergence of optimal solutions are valid."
Author : Arthur Mahéo
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (122 download)
Download or read book Unified Branch-and-Benders-cut for Two-stage Stochastic Mixed-integer Programs written by Arthur Mahéo and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yves Pochet
Publisher : Springer Science & Business Media
ISBN 13 : 0387299599
Total Pages : 506 pages
Book Rating : 4.3/5 (872 download)
Download or read book Production Planning by Mixed Integer Programming written by Yves Pochet and published by Springer Science & Business Media. This book was released on 2006-04-19 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides a comprehensive modeling, reformulation and optimization approach for solving production planning and supply chain planning problems, covering topics from a basic introduction to planning systems, mixed integer programming (MIP) models and algorithms through the advanced description of mathematical results in polyhedral combinatorics required to solve these problems. Based on twenty years worth of research in which the authors have played a significant role, the book addresses real life industrial production planning problems (involving complex production structures with multiple production stages) using MIP modeling and reformulation approach. The book provides an introduction to MIP modeling and to planning systems, a unique collection of reformulation results, and an easy to use problem-solving library. This approach is demonstrated through a series of real life case studies, exercises and detailed illustrations. Review by Jakub Marecek (Computer Journal) The emphasis put on mixed integer rounding and mixing sets, heuristics in-built in general purpose integer programming solvers, as well as on decompositions and heuristics using integer programming should be praised... There is no doubt that this volume offers the present best introduction to integer programming formulations of lotsizing problems, encountered in production planning. (2007)
Author : Rüdiger Schultz
Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (691 download)
Download or read book Two-stage Stochastic Integer Programming written by Rüdiger Schultz and published by . This book was released on 1994 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
