The forest harvest and road construction planning problem consists fundamentally of managing land designated for timber production and divided into harvest cells. For each time period the planner must decide which cel...
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The forest harvest and road construction planning problem consists fundamentally of managing land designated for timber production and divided into harvest cells. For each time period the planner must decide which cells to cut and what access roads to build in order to maximize expected net profit. We have previously developed deterministic mixed integer linear programming models for this problem. The main contribution of the present work is the introduction of a multistage stochastic integer programming model. This enables the planner to make more robust decisions based on a range of timber price scenarios over time, maximizing the expected value instead of merely analyzing a single average scenario. We use a specialization of the Branch-and-Fix Coordination algorithmic approach. Different price and associated probability scenarios are considered, allowing us to compare expected profits when uncertainties are taken into account and when only average prices are used. The stochastic approach as formulated in this work generates solutions that were always feasible and better than the average solution, while the latter in many scenarios proved to be infeasible.
This paper addresses integerprogramming problems under probabilistic constraints involving discrete distributions. Such problems can be reformulated as large scale integer problems with knapsack constraints. For thei...
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This paper addresses integerprogramming problems under probabilistic constraints involving discrete distributions. Such problems can be reformulated as large scale integer problems with knapsack constraints. For their solution we propose a specialized Branch and Bound approach where the feasible solutions of the knapsack constraint are used as partitioning rules of the feasible domain. The numerical experience carried out on a set covering problem with random covering matrix shows the validity of the solution approach and the efficiency of the implemented algorithm.
For two-stage stochastic programs with integrality constraints in the second stage, we study continuity properties of the expected recourse as a function both of the first-stage policy and the integrating probability ...
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For two-stage stochastic programs with integrality constraints in the second stage, we study continuity properties of the expected recourse as a function both of the first-stage policy and the integrating probability measure. Sufficient conditions for lower semicontinuity, continuity and Lipschitz continuity with respect to the first-stage policy are presented. Furthermore, joint continuity in the policy and the probability measure is established. This leads to conclusions on the stability of optimal values and optimal solutions to the two-stage stochastic program when subjecting the underlying probability measure to perturbations.
A long distance transportation problem was abstracted to a resource flow allocation problem upon a stochastic-flow network with unreliable nodes. The objectives were the probability that transmission was successful an...
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A long distance transportation problem was abstracted to a resource flow allocation problem upon a stochastic-flow network with unreliable nodes. The objectives were the probability that transmission was successful and transportation cost. In order to solve constructed model, a multi-objective genetic algorithm was propounded. Tested by examples, the algorithm well solved the flow allocation problem in a stochastic-flow network.
The stability of stochastic programs with mixed-integer recourse and random right-hand sides under perturbations of the integrating probability measure is considered from a quantitative viewpoint. Objective-function v...
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The stability of stochastic programs with mixed-integer recourse and random right-hand sides under perturbations of the integrating probability measure is considered from a quantitative viewpoint. Objective-function values of perturbed stochastic programs are related to each other via a variational distance of probability measures based on a suitable Vapnik-Cervonenkis class of Borel sets in a Euclidean space. This leads to Holder continuity of local optimal values. In the context of estimation via empirical measures the general results imply qualitative and quantitative statements on the asymptotic convergence of local optimal values and optimal solutions.
We derive bounds on the expectation of a class of periodic functions using the total variations of higher-order derivatives of the underlying probability density function. These bounds are a strict improvement over th...
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We derive bounds on the expectation of a class of periodic functions using the total variations of higher-order derivatives of the underlying probability density function. These bounds are a strict improvement over those of Romeijnders et al. (Math Program 157:3-46, 2016b), and we use them to derive error bounds for convex approximations of simple integer recourse models. In fact, we obtain a hierarchy of error bounds that become tighter if the total variations of additional higher-order derivatives are taken into account. Moreover, each error bound decreases if these total variations become smaller. The improved bounds may be used to derive tighter error bounds for convex approximations of more general recourse models involving integer decision variables.
In this paper we introduce survivable network design problems under a two-stage stochastic model with fixed recourse and finitely many scenarios. We propose a new cut-based formulation based on orientation properties ...
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In this paper, we study a nursing home staff schedule optimization problem under resident demand uncertainty. We formulate a two-stage stochastic binary program accordingly, with objective to minimize the total labor ...
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ISBN:
(纸本)9781728169040
In this paper, we study a nursing home staff schedule optimization problem under resident demand uncertainty. We formulate a two-stage stochastic binary program accordingly, with objective to minimize the total labor cost (linearly related to work time) incurred by both regular registered nurses (RRNs) and part-time nurses (PTNs). As a significant constraint, we balance RRNs' total amount of work time with residents' total service need for every considered shift. Besides, we restrict feasible shift schedules based on common scheduling practice. We conduct a series of computational experiments to validate the proposed model. We discuss our optimal solutions under different compositions of residents in terms of their disabilities. In addition, we compare the total labor costs and an RRN scheduling flexibility index with the given optimal solution under different combinations of RRNs and PTNs. Our analysis offers an operational approach to set the minimum number of nurses on flexible shift schedules to cover uncertain the service needs while maintaining a minimum labor cost.
With the ubiquitous sensing enabled by the Internet-of-Things (IoT), massive amount of data is generated every second, transforming the way we interact with the world. To manage big data and enable analytics at the ed...
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ISBN:
(数字)9781538683477
ISBN:
(纸本)9781538683477
With the ubiquitous sensing enabled by the Internet-of-Things (IoT), massive amount of data is generated every second, transforming the way we interact with the world. To manage big data and enable analytics at the edge of the network, large amount of computation power is required to perform the computation intensive tasks. However, the energy-constrained IoT devices are not able to perform the computation tasks without compromising the quality-of-service of the applications. In this paper, we propose a hybrid network in which users can offload their computation tasks to edge servers through coded edge offloading or perform local computation with the wireless power transfer derived from coalitions of unmanned aerial vehicles (UAVs) serving as mobile charging stations. We consider a two-level optimization approach where an optimal UAV coalitional structure that minimizes the network cost is formed. In the performance evaluation, we provide extensive sensitivity analyses to study the performance of the cost minimization approach amid varying network parameters.
Today, modern unmanned aerial vehicles (UAVs) are equipped with increasingly advanced capabilities that can run applications enabled by machine learning techniques, which require computationally intensive operations s...
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ISBN:
(纸本)9781728181042
Today, modern unmanned aerial vehicles (UAVs) are equipped with increasingly advanced capabilities that can run applications enabled by machine learning techniques, which require computationally intensive operations such as matrix multiplications. Due to computation constraints, the UAVs can offload their computation tasks to edge servers. To mitigate stragglers, coded distributed computing (CDC) based offloading can be adopted. In this paper, we propose an Optimal Task Allocation Scheme (OTAS) based on stochastic integer programming with the objective to minimize energy consumption during computation offloading. The simulation results show that amid uncertainty of task completion, the energy consumption in the UAV network is minimized.
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