A Stochastic Programming Approach To Resource Constrained Assignment Problems

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Resource-Constrained Project Scheduling

Author : Christian Artigues
Publisher : John Wiley & Sons
ISBN 13 : 1118623703
Total Pages : 235 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Resource-Constrained Project Scheduling by : Christian Artigues

Download or read book Resource-Constrained Project Scheduling written by Christian Artigues and published by John Wiley & Sons. This book was released on 2013-03-01 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title presents a large variety of models and algorithms dedicated to the resource-constrained project scheduling problem (RCPSP), which aims at scheduling at minimal duration a set of activities subject to precedence constraints and limited resource availabilities. In the first part, the standard variant of RCPSP is presented and analyzed as a combinatorial optimization problem. Constraint programming and integer linear programming formulations are given. Relaxations based on these formulations and also on related scheduling problems are presented. Exact methods and heuristics are surveyed. Computational experiments, aiming at providing an empirical insight on the difficulty of the problem, are provided. The second part of the book focuses on several other variants of the RCPSP and on their solution methods. Each variant takes account of real-life characteristics which are not considered in the standard version, such as possible interruptions of activities, production and consumption of resources, cost-based approaches and uncertainty considerations. The last part presents industrial case studies where the RCPSP plays a central part. Applications are presented in various domains such as assembly shop and rolling ingots production scheduling, project management in information technology companies and instruction scheduling for VLIW processor architectures.

Stochastic Programming: Applications In Finance, Energy, Planning And Logistics

Author : Horand I Gassmann
Publisher : World Scientific
ISBN 13 : 9814407526
Total Pages : 549 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Stochastic Programming: Applications In Finance, Energy, Planning And Logistics by : Horand I Gassmann

Download or read book Stochastic Programming: Applications In Finance, Energy, Planning And Logistics written by Horand I Gassmann and published by World Scientific. This book was released on 2012-11-28 with total page 549 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems./a

Approximate Dynamic Programming

Author : Warren B. Powell
Publisher : John Wiley & Sons
ISBN 13 : 0470182954
Total Pages : 487 pages
Book Rating : 4.4/5 (71 download)

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Book Synopsis Approximate Dynamic Programming by : Warren B. Powell

Download or read book Approximate Dynamic Programming written by Warren B. Powell and published by John Wiley & Sons. This book was released on 2007-10-05 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete and accessible introduction to the real-world applications of approximate dynamic programming With the growing levels of sophistication in modern-day operations, it is vital for practitioners to understand how to approach, model, and solve complex industrial problems. Approximate Dynamic Programming is a result of the author's decades of experience working in large industrial settings to develop practical and high-quality solutions to problems that involve making decisions in the presence of uncertainty. This groundbreaking book uniquely integrates four distinct disciplines—Markov design processes, mathematical programming, simulation, and statistics—to demonstrate how to successfully model and solve a wide range of real-life problems using the techniques of approximate dynamic programming (ADP). The reader is introduced to the three curses of dimensionality that impact complex problems and is also shown how the post-decision state variable allows for the use of classical algorithmic strategies from operations research to treat complex stochastic optimization problems. Designed as an introduction and assuming no prior training in dynamic programming of any form, Approximate Dynamic Programming contains dozens of algorithms that are intended to serve as a starting point in the design of practical solutions for real problems. The book provides detailed coverage of implementation challenges including: modeling complex sequential decision processes under uncertainty, identifying robust policies, designing and estimating value function approximations, choosing effective stepsize rules, and resolving convergence issues. With a focus on modeling and algorithms in conjunction with the language of mainstream operations research, artificial intelligence, and control theory, Approximate Dynamic Programming: Models complex, high-dimensional problems in a natural and practical way, which draws on years of industrial projects Introduces and emphasizes the power of estimating a value function around the post-decision state, allowing solution algorithms to be broken down into three fundamental steps: classical simulation, classical optimization, and classical statistics Presents a thorough discussion of recursive estimation, including fundamental theory and a number of issues that arise in the development of practical algorithms Offers a variety of methods for approximating dynamic programs that have appeared in previous literature, but that have never been presented in the coherent format of a book Motivated by examples from modern-day operations research, Approximate Dynamic Programming is an accessible introduction to dynamic modeling and is also a valuable guide for the development of high-quality solutions to problems that exist in operations research and engineering. The clear and precise presentation of the material makes this an appropriate text for advanced undergraduate and beginning graduate courses, while also serving as a reference for researchers and practitioners. A companion Web site is available for readers, which includes additional exercises, solutions to exercises, and data sets to reinforce the book's main concepts.

Stochastic Decomposition

Author : Julia L. Higle
Publisher : Springer Science & Business Media
ISBN 13 : 1461541158
Total Pages : 237 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Stochastic Decomposition by : Julia L. Higle

Download or read book Stochastic Decomposition written by Julia L. Higle and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.

Nonlinear Assignment Problems

Author : Panos M. Pardalos
Publisher : Springer Science & Business Media
ISBN 13 : 1475731558
Total Pages : 317 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Nonlinear Assignment Problems by : Panos M. Pardalos

Download or read book Nonlinear Assignment Problems written by Panos M. Pardalos and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Assignment Problems (NAPs) are natural extensions of the classic Linear Assignment Problem, and despite the efforts of many researchers over the past three decades, they still remain some of the hardest combinatorial optimization problems to solve exactly. The purpose of this book is to provide in a single volume, major algorithmic aspects and applications of NAPs as contributed by leading international experts. The chapters included in this book are concerned with major applications and the latest algorithmic solution approaches for NAPs. Approximation algorithms, polyhedral methods, semidefinite programming approaches and heuristic procedures for NAPs are included, while applications of this problem class in the areas of multiple-target tracking in the context of military surveillance systems, of experimental high energy physics, and of parallel processing are presented. Audience: Researchers and graduate students in the areas of combinatorial optimization, mathematical programming, operations research, physics, and computer science.

Encyclopedia of Optimization

Author : Christodoulos A. Floudas
Publisher : Springer Science & Business Media
ISBN 13 : 0387747583
Total Pages : 4646 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Encyclopedia of Optimization by : Christodoulos A. Floudas

Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Algorithms and Model Formulations in Mathematical Programming

Author : Stein W. Wallace
Publisher : Springer Science & Business Media
ISBN 13 : 3642837247
Total Pages : 199 pages
Book Rating : 4.6/5 (428 download)

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Book Synopsis Algorithms and Model Formulations in Mathematical Programming by : Stein W. Wallace

Download or read book Algorithms and Model Formulations in Mathematical Programming written by Stein W. Wallace and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: The NATO Advanced Research Workshop (ARW) "Algorithms and Model Formulations in Mathematical Programming" was held at Chr. Michelsen Institute in Bergen, Norway, from June 15 to June 19, 1987. The ARW was organized on behalf of the Committee on Algorithms (COAL) of the Mathematical Programming Society (MPS). Co-directors were Jan Telgen (Van Dien+Co Organisatie, Utrecht, The Netherlands) and Roger J-B Wets (The University of California at Davis, USA). 43 participants from 11 countries attended the ARW. The workshop was organized such that each day started with a - minute keynote presentation, followed by a 45-minute plenary discussion. The first part of this book contains the contributions of the five keynote speakers. The plenary discussions were taped, and the transcripts given to the keynote speakers. They have treated the transcripts differently, some by working the discussions into their papers, others by adding a section which sums up the discussions. The plenary discussions were very interesting and stimulating due to active participation of the audience. The five keynote speakers were asked to view the topic of the workshop, the interaction between algorithms and model formulations, from different perspectives. On the first day of the workshop Professor Alexander H.G. Rinnooy Kan (Erasmus University, Rotterdam, The Netherlands) put the theme into a larger context by his talk "Mathematical programming as an intellectual activity". This is an article of importance to any mathematical programmer who is interested in his field's history and present state.

Integer Programming and Related Areas

Author : R.v. Randow
Publisher : Springer Science & Business Media
ISBN 13 : 3642464491
Total Pages : 349 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Integer Programming and Related Areas by : R.v. Randow

Download or read book Integer Programming and Related Areas written by R.v. Randow and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Foundations of Computational Intelligence Volume 3

Author : Ajith Abraham
Publisher : Springer Science & Business Media
ISBN 13 : 3642010849
Total Pages : 531 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Foundations of Computational Intelligence Volume 3 by : Ajith Abraham

Download or read book Foundations of Computational Intelligence Volume 3 written by Ajith Abraham and published by Springer Science & Business Media. This book was released on 2009-04-27 with total page 531 pages. Available in PDF, EPUB and Kindle. Book excerpt: Global optimization is a branch of applied mathematics and numerical analysis that deals with the task of finding the absolutely best set of admissible conditions to satisfy certain criteria / objective function(s), formulated in mathematical terms. Global optimization includes nonlinear, stochastic and combinatorial programming, multiobjective programming, control, games, geometry, approximation, algorithms for parallel architectures and so on. Due to its wide usage and applications, it has gained the attention of researchers and practitioners from a plethora of scientific domains. Typical practical examples of global optimization applications include: Traveling salesman problem and electrical circuit design (minimize the path length); safety engineering (building and mechanical structures); mathematical problems (Kepler conjecture); Protein structure prediction (minimize the energy function) etc. Global Optimization algorithms may be categorized into several types: Deterministic (example: branch and bound methods), Stochastic optimization (example: simulated annealing). Heuristics and meta-heuristics (example: evolutionary algorithms) etc. Recently there has been a growing interest in combining global and local search strategies to solve more complicated optimization problems. This edited volume comprises 17 chapters, including several overview Chapters, which provides an up-to-date and state-of-the art research covering the theory and algorithms of global optimization. Besides research articles and expository papers on theory and algorithms of global optimization, papers on numerical experiments and on real world applications were also encouraged. The book is divided into 2 main parts.

Introduction to Stochastic Programming

Author : John R. Birge
Publisher : Springer Science & Business Media
ISBN 13 : 0387226184
Total Pages : 427 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Introduction to Stochastic Programming by : John R. Birge

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.

Integer Programming and Related Areas

Author : Rabe v. Randow
Publisher : Springer Science & Business Media
ISBN 13 : 3642516548
Total Pages : 522 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Integer Programming and Related Areas by : Rabe v. Randow

Download or read book Integer Programming and Related Areas written by Rabe v. Randow and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fields of integer programming and combinatorial optimization continue to be areas of great vitality, with an ever increasing number of publications and journals appearing. A classified bibliography thus continues to be necessary and useful today, even more so than it did when the project, of which this is the fifth volume, was started in 1970 in the Institut fur Okonometrie und Operations Research of the University of Bonn. The pioneering first volume was compiled by Claus Kastning during the years 1970 - 1975 and appeared in 1976 as Volume 128 of the series Lecture Notes in Economics and Mathematical Systems published by the Springer Verlag. Work on the project was continued by Dirk Hausmann, Reinhardt Euler, and Rabe von Randow, and resulted in the publication of the second, third, and fourth volumes in 1978, 1982, and 1985 (Volumes 160, 197, and 243 of the above series). The present book constitutes the fifth volume of the bibliography and covers the period from autumn 1984 to the end of 1987. It contains 5864 new publications by 4480 authors and was compiled by Rabe von Randow. Its form is practically identical to that of the first four volumes, some additions having been made to the subject list.

The Encyclopedia of Operations Management

Author : Arthur V. Hill
Publisher : FT Press
ISBN 13 : 0132883708
Total Pages : 406 pages
Book Rating : 4.1/5 (328 download)

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Book Synopsis The Encyclopedia of Operations Management by : Arthur V. Hill

Download or read book The Encyclopedia of Operations Management written by Arthur V. Hill and published by FT Press. This book was released on 2012 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the perfect field manual for every supply chain or operations management practitioner and student. The field's only single-volume reference, it's uniquely convenient and uniquely affordable. With nearly 1,500 well-organized definitions, it can help students quickly map all areas of operations and supply chain management, and prepare for case discussions, exams, and job interviews. For instructors, it serves as an invaluable desk reference and teaching aid that goes far beyond typical dictionaries. For working managers, it offers a shared language, with insights for improving any process and supporting any training program. It thoroughly covers: accounting, customer service, distribution, e-business, economics, finance, forecasting, human resources, industrial engineering, industrial relations, inventory management, healthcare management, Lean Sigma/Six Sigma, lean thinking, logistics, maintenance engineering, management information systems, marketing/sales, new product development, operations research, organizational behavior/management, personal time management, production planning and control, purchasing, reliability engineering, quality management, service management, simulation, statistics, strategic management, systems engineering, supply and supply chain management, theory of constraints, transportation, and warehousing. Multiple figures, graphs, equations, Excel formulas, VBA scripts, and references support both learning and application. ... this work should be useful as a desk reference for operations management faculty and practitioners, and it would be highly valuable for undergraduates learning the basic concepts and terminology of the field. Reprinted with permission from CHOICE http: //www.cro2.org, copyright by the American Library Association.

Stochastic Programming

Author : Horand Gassmann
Publisher : World Scientific
ISBN 13 : 981440750X
Total Pages : 549 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Stochastic Programming by : Horand Gassmann

Download or read book Stochastic Programming written by Horand Gassmann and published by World Scientific. This book was released on 2013 with total page 549 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.

Integer Programming and Related Areas A Classified Bibliography 1976–1978

Author : D. Hausmann
Publisher : Springer Science & Business Media
ISBN 13 : 3642463835
Total Pages : 326 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Integer Programming and Related Areas A Classified Bibliography 1976–1978 by : D. Hausmann

Download or read book Integer Programming and Related Areas A Classified Bibliography 1976–1978 written by D. Hausmann and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Public Transit Planning and Operation

Author : Avishai Ceder
Publisher : CRC Press
ISBN 13 : 1466563923
Total Pages : 730 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Public Transit Planning and Operation by : Avishai Ceder

Download or read book Public Transit Planning and Operation written by Avishai Ceder and published by CRC Press. This book was released on 2016-03-09 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addresses the Challenges Facing Public Transport Policy Makers and OperatorsPublic Transit Planning and Operation: Modeling, Practice and Behavior, Second Edition offers new solutions for delivering both better services and greater efficiency, solutions which have been developed and tested by the author in over thirty years of research work with ma

Handbook of Research on End-to-End Cloud Computing Architecture Design

Author : Chen, Jianwen “Wendy”
Publisher : IGI Global
ISBN 13 : 1522507604
Total Pages : 531 pages
Book Rating : 4.5/5 (225 download)

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Book Synopsis Handbook of Research on End-to-End Cloud Computing Architecture Design by : Chen, Jianwen “Wendy”

Download or read book Handbook of Research on End-to-End Cloud Computing Architecture Design written by Chen, Jianwen “Wendy” and published by IGI Global. This book was released on 2016-10-06 with total page 531 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cloud computing has become integrated into all sectors, from business to quotidian life. Since it has revolutionized modern computing, there is a need for updated research related to the architecture and frameworks necessary to maintain its efficiency. The Handbook of Research on End-to-End Cloud Computing Architecture Design provides architectural design and implementation studies on cloud computing from an end-to-end approach, including the latest industrial works and extensive research studies of cloud computing. This handbook enumerates deep dive and systemic studies of cloud computing from architecture to implementation. This book is a comprehensive publication ideal for programmers, IT professionals, students, researchers, and engineers.

Integer Programming and Related Areas

Author : C. Kastning
Publisher : Springer Science & Business Media
ISBN 13 : 3662022842
Total Pages : 504 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Integer Programming and Related Areas by : C. Kastning

Download or read book Integer Programming and Related Areas written by C. Kastning and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integer Prograw~ing is one of the most fascinating and difficult areas in the field of Mathematical Optimization. Due to this fact notable research contributions to Integer Programming have been made in very different branches of mathematics and its applications. Since these publications are scattered over many journals, proceedings volumes, monographs, and working papers, a comprehensive bibliography of all these sources is a helpful tool even for specialists in this field. I initiated this compilation of literature in 1970 at the Institut fur ~konometrie und Operations Research, University of Bonn. Since then many collaborators have contributed to and worked on it. Among them Dipl.-Math. Claus Kastning has done the bulk of the work. With great perseverance and diligence he has gathered all the material and checked it with the original sources. The main aim was to incorporate rare and not easily accessible sources like Russian journals, preprints or unpublished papers. Without the invaluable and dedicated engagement of Claus Kastning the bibliography would never have reached this final version. For this reason he must be considered its responsible editor. As with any other collection this literature list has a subjective viewpoint and may be in some sense incomplete. We have however tried to be as complete as possible. The bibliography contains 4704 different publications by 6767 authors which were classified by 11839 descriptor entries.