An Intertemporal Interspatial Optimization Problem Under Uncertainty
Author: Michael A. Moses
Publisher:
Published: 1965
Total Pages:
ISBN-13:
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Author: Michael A. Moses
Publisher:
Published: 1965
Total Pages:
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DOWNLOAD EBOOKAuthor: Roger Allen Blau
Publisher:
Published: 1971
Total Pages: 135
ISBN-13:
DOWNLOAD EBOOKAuthor: Massimiliano Vasile
Publisher: Springer
Published: 2023-01-29
Total Pages: 0
ISBN-13: 9783030805449
DOWNLOAD EBOOKThe 2020 International Conference on Uncertainty Quantification & Optimization gathered together internationally renowned researchers in the fields of optimization and uncertainty quantification. The resulting proceedings cover all related aspects of computational uncertainty management and optimization, with particular emphasis on aerospace engineering problems. The book contributions are organized under four major themes: Applications of Uncertainty in Aerospace & Engineering Imprecise Probability, Theory and Applications Robust and Reliability-Based Design Optimisation in Aerospace Engineering Uncertainty Quantification, Identification and Calibration in Aerospace Models This proceedings volume is useful across disciplines, as it brings the expertise of theoretical and application researchers together in a unified framework.
Author:
Publisher:
Published: 1992
Total Pages: 14
ISBN-13:
DOWNLOAD EBOOKResearch under this grant has focused on large-scale optimization methodology connected with the solution of problems in which decisions must be made in the face of uncertainty: stochastic programming problems. The principal techniques developed for modeling such problems have been used, including various new kinds of decomposition into small-scale optimization problems in extended linear-quadratic programming. Extended linear-quadratic programming goes beyond ordinary linear and quadratic programming in allowing for objective functions to incorporate penalty terms and other features that create piecewise linear or quadratic formulas. The new decomposition techniques include primal-dual Lagrangian decomposition and forward-backward splitting. In total, the 4-year grant supported the writing of 16 technical papers (12 already in print or about to be), the development and documentation of 2 computer codes, and the completion of 3 doctoral dissertations.
Author: Surafel Luleseged Tilahun
Publisher: Engineering Science Reference
Published: 2018
Total Pages: 0
ISBN-13: 9781522550914
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Author: Shabbir Amed
Publisher:
Published: 2006
Total Pages: 634
ISBN-13:
DOWNLOAD EBOOKAuthor: Northwestern University (Evanston, Ill.)
Publisher:
Published: 1971
Total Pages: 94
ISBN-13:
DOWNLOAD EBOOKAuthor: Xuan Vinh Doan
Publisher:
Published: 2010
Total Pages: 156
ISBN-13:
DOWNLOAD EBOOKWe study the problem of moments and present two diverse applications that apply both the hierarchy of moment relaxation and the moment duality theory. We then propose a moment-based uncertainty model for stochastic optimization problems, which addresses the ambiguity of probability distributions of random parameters with a minimax decision rule. We establish the model tractability and are able to construct explicitly the extremal distributions. The quality of minimax solutions is compared with that of solutions obtained from other approaches such as data-driven and robust optimization approach. Our approach shows that minimax solutions hedge against worst-case distributions and usually provide low cost variability. We also extend the moment-based framework for multi-stage stochastic optimization problems, which yields a tractable model for exogenous random parameters and affine decision rules. Finally, we investigate the application of data-driven approach with risk aversion and robust optimization approach to solve staffing and routing problem for large-scale call centers. Computational results with real data of a call center show that a simple robust optimization approach can be more efficient than the data-driven approach with risk aversion.
Author: Xiaocang Lin
Publisher:
Published: 2000
Total Pages: 252
ISBN-13:
DOWNLOAD EBOOKAuthor: Lev S. Belyaev
Publisher:
Published: 1977
Total Pages: 50
ISBN-13:
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