کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6892727 | 699056 | 2017 | 27 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Probabilistic optimization via approximate p-efficient points and bundle methods
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
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چکیده انگلیسی
For problems when decisions are taken prior to observing the realization of underlying random events, probabilistic constraints are an important modeling tool if reliability is a concern. A key concept to numerically dealing with probabilistic constraints is that of p-efficient points. By adopting a dual point of view, we develop a solution framework that includes and extends various existing formulations. The unifying approach is built on the basis of a recent generation of bundle methods called with on-demand accuracy, characterized by its versatility and flexibility. Numerical results for several difficult problems confirm the interest of the approach.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Operations Research - Volume 77, January 2017, Pages 177-193
Journal: Computers & Operations Research - Volume 77, January 2017, Pages 177-193
نویسندگان
W. van Ackooij, V. Berge, W. de Oliveira, C. Sagastizábal,