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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:
Author : Uwe Gotzes
Publisher : Springer Science & Business Media
ISBN 13 : 3834899917
Total Pages : 96 pages
Book Rating : 4.8/5 (348 download)
Download or read book Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming written by Uwe Gotzes and published by Springer Science & Business Media. This book was released on 2009-09-30 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. He illustrates the superiority of the proposed decomposition method over standard solvers for example with numerical experiments with instances from energy investment.
Author : Alexander Shapiro
Publisher : SIAM
ISBN 13 : 0898718759
Total Pages : 447 pages
Book Rating : 4.8/5 (987 download)
Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Author : John H. Penuel
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (489 download)
Download or read book Decomposition Algorithms for Two-stage Stochastic Integer Programming written by John H. Penuel and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: ABSTRACT: Stochastic programming seeks to optimize decision making in uncertain conditions. This type of work is typically amenable to decomposition into first- and second-stage decisions. First-stage decisions must be made now, while second-stage decisions are made after realizing certain future conditions and are typically constrained by first-stage decisions. This work focuses on two stochastic integer programming applications. In Chapter 2, we investigate a two-stage facility location problem with integer recourse. In Chapter 3, we investigate the graph decontamination problem with mobile agents. In both problems, we develop cutting-plane algorithms that iteratively solve the first-stage problem, then solve the second-stage problem and glean information from the second-stage solution with which we refine first-stage decisions. This process is repeated until optimality is reached. If the second-stage problems are linear programs, then duality can be exploited in order to refine first-stage decisions. If the second-stage problems are mixed-integer programs, then we resort to other methods to extract information from the second-stage problem. The applications discussed in this work have mixed-integer second-stage problems, and accordingly we develop specialized cutting-plane algorithms and demonstrate the efficacy of our solution methods.
Author : John R. Birge
Publisher : Springer Science & Business Media
ISBN 13 : 0387226184
Total Pages : 427 pages
Book Rating : 4.3/5 (872 download)
Download or read book Introduction to Stochastic Programming written by John R. Birge and published by Springer Science & Business Media. This book was released on 2006-04-06 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.
Author : Frederike Neise
Publisher : Springer Science & Business Media
ISBN 13 : 3834895369
Total Pages : 107 pages
Book Rating : 4.8/5 (348 download)
Download or read book Risk Management in Stochastic Integer Programming written by Frederike Neise and published by Springer Science & Business Media. This book was released on 2008-09-25 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation system.
Author :
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (11 download)
Download or read book A two-stage stochastic integer programming approach written by and published by . This book was released on 2005 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sara Lumbreras
Publisher : Springer Nature
ISBN 13 : 3030494284
Total Pages : 311 pages
Book Rating : 4.0/5 (34 download)
Download or read book Transmission Expansion Planning: The Network Challenges of the Energy Transition written by Sara Lumbreras and published by Springer Nature. This book was released on 2020-11-19 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a panoramic look at the transformation of the transmission network in the context of the energy transition. It provides readers with basic definitions as well as details on current challenges and emerging technologies. In-depth chapters cover the integration of renewables, the particularities of planning large-scale systems, efficient reduction and solution methods, the possibilities of HVDC and super grids, distributed generation, smart grids, demand response, and new regulatory schemes. The content is complemented with case studies that highlight the importance of the power transmission network as the backbone of modern energy systems. This book will be a comprehensive reference that will be useful to both academics and practitioners.
Author : Institute for Operations Research and the Management Sciences. National Meeting
Publisher :
ISBN 13 : 9780990615323
Total Pages : 0 pages
Book Rating : 4.6/5 (153 download)
Download or read book Tutorials in Operations Research written by Institute for Operations Research and the Management Sciences. National Meeting and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2018 volume of INFORMS TutORials in Operations Research presents a number of chapters that highlight contemporary topics in optimization and the use of data to solve problems. We are delighted to present this exciting set of chapters on a number of leading-edge topics in optimization and their use for the solution of important contemporary real-world problems. We believe that the readers will find that the volume spans a number of important techniques that enable meaningful use of data, and we expect that the chapters will inspire them to consider new research areas and modeling tools.
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 : Reiner Horst
Publisher : Springer Science & Business Media
ISBN 13 : 3662025981
Total Pages : 705 pages
Book Rating : 4.6/5 (62 download)
Download or read book Global Optimization written by Reiner Horst and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: The enormous practical need for solving global optimization problems coupled with a rapidly advancing computer technology has allowed one to consider problems which a few years ago would have been considered computationally intractable. As a consequence, we are seeing the creation of a large and increasing number of diverse algorithms for solving a wide variety of multiextremal global optimization problems. The goal of this book is to systematically clarify and unify these diverse approaches in order to provide insight into the underlying concepts and their pro perties. Aside from a coherent view of the field much new material is presented. By definition, a multiextremal global optimization problem seeks at least one global minimizer of a real-valued objective function that possesses different local n minimizers. The feasible set of points in IR is usually determined by a system of inequalities. It is well known that in practically all disciplines where mathematical models are used there are many real-world problems which can be formulated as multi extremal global optimization problems.
Author : L. F. Escudero
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (433 download)
Download or read book A Two-stage Stochastic Integer Programming Approach written by L. F. Escudero and published by . This book was released on 2005 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : René Henrion
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (229 download)
Download or read book Discrepancy Distances and Scenario Reduction in Two-stage Stochastic Integer Programming written by René Henrion and published by . This book was released on 2007 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : 21 pages
Book Rating : 4.:/5 (256 download)
Download or read book Two-stage Stochastic Integer Programming written by Rüdiger Schultz and published by . This book was released on 1993 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stein W. Wallace
Publisher : SIAM
ISBN 13 : 9780898718799
Total Pages : 724 pages
Book Rating : 4.7/5 (187 download)
Download or read book Applications of Stochastic Programming written by Stein W. Wallace and published by SIAM. This book was released on 2005-01-01 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
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:
