Two-Stage Stochastic Linear Problem with Recourse
Workforce planning and facility utilization using a two-stage stochastic recourse approach
... first stage decisions are represented by vector x and the second stage decisions are represented by vector ...general two-stage stochastic linear problem is minimization ...
53
Two-Stage Stochastic Linear Programs
... Recourse programs: some decisions (recourse actions) can be taken after uncertainty is disclosed. First-stage decisions: decisions taken before uncertainty is revealed[r] ...
27
Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
... for two-stage mixed 0-1 SIP with random ...SIP problem. New valid inequalities for mixed 0-1 SIP with random recourse are ...random recourse but deterministic righthand side vector and ...
25
Two-Stage Stochastic Mixed Integer Linear Optimization
... the recourse value function encoded in ...master problem weak with respect to the right-hand side that led to the dropped dual function in the first ...master problem that takes advantage of this ...
177
First Order Convergence Analysis for Sparse Grid Method in Stochastic Two Stage Linear Optimization Problem
... Stochastic two-stage linear optimization is an important and widely used optimization ...second stage value function is critical. However, the second stage value function is ...
9
A two-stage stochastic view selection problem in database management systems
... the two-stage stochastic view selection problem (SVS), and we undertook a systematic study of the ...a stochastic programming model for the problem, and we proposed algorithms to ...
35
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
... solve two-stage linear stochastic programming ...piecewise linear-quadratic, but do not belong to the function spaces considered for QMC error ...the two-stage model all ...
28
The Two-stage Stochastic View Selection Problem in OLAP Systems: Models and Algorithms.
... view-selection problem in the context of periodical “re-calibration” of the materialized views to optimize query-evaluation costs with changes in the query ...
131
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
... observed in all the instan
es that the optimal hoi
e of the number of lusters, p ˆ , is the smallest one, su
h that the related luster submodels are very e
iently stored and solved. In ee
t, if we observe the graph of ...
20
A Converging Benders' Decomposition Algorithm for Two-stage Mixed-integer Recourse Models
... solves two-stage MIR models with general mixed-integer variables in both ...are linear in the first-stage decision variables, our Benders’ decomposition algorithm is computationally ...
45
Modified L-shaped Decomposition Method with Scenario Aggregation for a Two-Stage Stochastic Programming Problem
... a two-stage stochastic lin- ear programming (SLP) [20] task, where the variables of the second stage depend on a random ...this problem, a modified L-shaped algorithm is usually ...the ...
11
Towards Distributed Two-Stage Stochastic Optimization
... cover problem is concerned with selecting a subset of the vertices that covers a target set of edges with the objective of minimizing the total cost of the selected ...optimization problem where the target ...
16
A two-stage stochastic integer programming approach
... The problem can be treated as a two-stage stochastic mixed 0–1 ...first stage constraints in the problemhave the 0–1 variables for determining the securities to include in the portfolio, ...
36
Parallel algorithms for two-stage stochastic optimization
... take into account the uncertainty in the future disruption events. Deterministic Optimiza- tion (DetOp) is same as StOp with just one scenario. 7.9.3 Simulation Setup We evaluate the StOp approach against MyOp and DetOp ...
196
Approximation in two-stage stochastic integer programming
... simple recourse model. The integer recourse version of this model, for example corresponding to the case that only batches of fixed size can be bought, will be discussed in Section 3 ...the recourse ...
17
Solving Two-Stage Stochastic Steiner Tree Problems by Two-Stage Branch-and-Cut
... vs. Two-Stage Branch-and-Cut Approaches For the K and P instance groups, we focus on comparing the time to obtain provably optimal solutions, required by our two decomposition-based al- gorithms 2BC, ...
13
Two-stage Stochastic Matching with Application to Ride Hailing
... In Section 3.1, we present polynomial-time algo- rithms with the competitive ratio of 3 4 compared to the optimum offline for both weighted and unweighted ver- sions of the problem and show that this factor is ...
16
Two-stage fuzzy-stochastic programming for parallel machine scheduling problem with machine deterioration and operator learning effect
... 17 For this reason, to consider parameters such as job processing time as stochastic may result in more accurate decisions. However, there are a variety of factors which affect situations of a problem and ...
17
Two-stage stochastic programming model for the thermal optimal day-ahead bid problem with physical future contracts
... Two-stage Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Future Contracts Cristina Corchero and ...a stochastic quadratic mixed-integer ...
28
A Two Stage Stochastic Programming Model of the Price Decision Problem in the Dual-channel Closed-loop Supply Chain
... Several famous companies like Dell, Sony and Apple have use multi sale channels. Therefore, this model may be a useful tool for such companies. An alternative way to incorporate more information about the demand ...
8