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检索条件"主题词=Progressive hedging algorithm"
58 条 记 录,以下是51-60 订阅
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An inexact algorithm for stochastic variational inequalities
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OPERATIONS RESEARCH LETTERS 2024年 52卷
作者: Buscaglia, Emelin L. Lotito, Pablo A. Parente, Lisandro A. Univ Nacl Rosario Fac Ciencias Exactas Ingn & Agrimensura Ave Pellegrini 250 RA-2000 Rosario Argentina Univ Nacl Ctr Prov Buenos Aires Fac Ciencias Exactas PLADEMA Pinto 399 RA-7000 Tandil Argentina Consejo Nacl Invest Cient & Tecn CIFASIS UNR Bv 27 Febrero 210 Bis RA-2000 Rosario Argentina Consejo Nacl Invest Cient & Tecn Buenos Aires Argentina
We present a new progressive hedging algorithm to solve Stochastic Variational Inequalities in the formulation introduced by Rockafellar and Wets in 2017, allowing the generated subproblems to be approximately solved ... 详细信息
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A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition algorithms
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ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH 2020年 第4期37卷
作者: Zhang, Min Hou, Liangshao Sun, Jie Yan, Ailing Chinese Acad Sci State Key Lab Desert & Oasis Ecol Xinjiang Inst Ecol & Geog Urumqi 830011 Peoples R China Univ Chinese Acad Sci Beijing 100049 Peoples R China Hong Kong Baptist Univ Dept Math Hong Kong Peoples R China Curtin Univ Sch EECMS Bentley WA Australia Hebei Univ Technol Inst Math Tianjin Peoples R China
Stochastic optimization models based on risk-averse measures are of essential importance in financial management and business operations. This paper studies new algorithms for a popular class of these models, namely, ... 详细信息
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A modelling and solution approach for wind-affected drone-truck routing problem under uncertainty
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EXPERT SYSTEMS WITH APPLICATIONS 2024年 257卷
作者: Dodge, Mercedeh MirHassani, Seyed Ali Hooshmand, Farnaz Amirkabir Univ Technol Tehran Polytech Dept Math & Comp Sci Tehran Iran
In the field of logistics and transportation, drones and trucks effectively enhance each other's capabilities by offering complementary benefits in terms of speed, cargo capacity, and charging frequency. Thus, eff... 详细信息
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Solving a stochastic inland waterway port management problem using a parallelized hybrid decomposition algorithm
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OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE 2021年 102卷 102316-102316页
作者: Aghalari, Amin Nur, Farjana Marufuzzaman, Mohammad Mississippi State Univ Dept Ind & Syst Engn Mississippi State MS 39762 USA
This study proposes to develop a mathematical model that captures and appropriately optimizes a number of realistic features (e.g., barge/towboat assignments, maintenance, and availability decisions) for the design an... 详细信息
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A Novel Strategy to Reduce Computational Burden of the Stochastic Security Constrained Unit Commitment Problem
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ENERGIES 2020年 第15期13卷 3777-3777页
作者: Camilo Marin-Cano, Cristian Sierra-Aguilar, Juan Esteban Lopez-Lezama, Jesus M. Jaramillo-Duque, Alvaro Villegas, Juan G. Univ Antioquia Dept Ingn Elect Res Grp Efficient Energy Management GIMEL Calle 67 53-108 Medellin 050010 Colombia Univ Antioquia Dept Ind Engn ALIADO Analyt & Res Decis Making Calle 67 53-108 Medellin 050010 Colombia
The uncertainty related to the massive integration of intermittent energy sources (e.g., wind and solar generation) is one of the biggest challenges for the economic, safe and reliable operation of current power syste... 详细信息
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Decentralized bi-level stochastic optimization approach for multi-agent multi-energy networked micro-grids with multi-energy storage technologies
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ENERGY 2022年 第0期245卷 123223-123223页
作者: Ahmadi, Seyed Ehsan Sadeghi, Delnia Marzband, Mousa Abusorrah, Abdullah Sedraoui, Khaled Northumbria Univ Elect Power & Control Syst Res Grp Ellison Pl Newcastle Upon Tyne NE1 8ST Tyne & Wear England King Abdulaziz Univ Ctr Res Excellence Renewable Energy & Power Syst Jeddah 21589 Saudi Arabia King Abdulaziz Univ Fac Engn KA CARE Energy Res & Innovat Ctr Dept Elect & Comp Engn Jeddah 21589 Saudi Arabia
This paper presents a novel decentralized bi-level stochastic optimization approach based on the progressive hedging algorithm for multi-agent systems (MAS) in multi-energy microgrids (MEMGs) to enhance network flexib... 详细信息
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A two-stage stochastic location-routing problem for electric vehicles fast charging
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COMPUTERS & OPERATIONS RESEARCH 2023年 第1期158卷
作者: Aghalari, Amin Salamah, Darweesh Kabli, Mohannad Marufuzzaman, Mohammad Mississippi State Univ Dept Ind & Syst Engn Starkville MS 39759 USA King Abdulaziz Univ Dept Ind Engn Jeddah 22384 Saudi Arabia
Electric cars are projected to become the vehicles of the future. A major barrier for their expansion is range anxiety stemming from the limited range a typical electric vehicle can travel. Electric vehicle batteries&... 详细信息
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A two-stage collaborative optimization method for emergency repair station planning and recovery strategy of cyber-physical-transportation networks
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ELECTRIC POWER SYSTEMS RESEARCH 2024年 233卷
作者: Zhang, Yiwei Gan, Zhiyong Liu, Ye Liu, Wenxia Wan, Haiyang State Grid Tianjin Elect Power Res Inst Tianjin 300384 Peoples R China North China Elect Power Univ State Key Lab Alternate Elect Power Syst Renewable Beinong Rd 2 Beijing 102206 Peoples R China
In this paper, a two-stage collaborative stochastic optimization method for pre-disaster emergency repair station planning and post-disaster recovery strategy of cyber-physical-transportation networks is proposed in t... 详细信息
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