Scalable Stochastic Optimization: Scenario Reduction with Guarantees
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
A well studied special case of bin packing is the 3-partition problem, where n items of size > 1/4 have to be packed in a minimum number of bins of capacity one. The famous Karmarkar-Karp algorithm transforms a fractional solution of a suitable LP relaxati ...
Siam, 3600 Univ City Science Center, Philadelphia, Pa 19104-2688 Usa2011
The idea of stochastic sediment transport models emerged in the 1930s, notably with the doctoral work of Hans A. Einstein (1936). Einstein's seminal work gave impulse to several stochastic models, which usually led to thin-tailed or bounded distributions f ...
We analyze a short-term revenue optimization problem that involves the optimal targeting of customers for a promotion in which a finite number of perishable items are sold on a last-minute offer. The goal is to select the subset of customers to whom the of ...
The usual approach to dealing with Mixed Logical Semidefinite Programs (MLSDPs) is through the “Big-M” or the convex hull reformulation. The Big-M approach is appealing for its ease of modeling, but it leads to weak convex relaxations when used in a Branch ...
We investigate hypergraphic LP relaxations for the Steiner tree problem, primarily the partition LP relaxation introduced by Koenemann et al. [Math. Programming, 2009]. Specifically, we are interested in proving upper bounds on the integrality gap of this ...
We present a dynamic network loading model that yields queue length distributions, accounts for spillbacks, and maintains a differentiable mapping from the dynamic demand on the dynamic queue lengths. The approach builds upon an existing stationary queuein ...
In the context of container terminal operations, the simultaneous optimization of decision problems that are usually solved hierarchically by terminal's planners represents nowadays a promising research trend. In this talk we introduce the Tactical Berth A ...
We study minimizing the sum of weighted completion times in a concurrent open shop. We give a primaldual 2-approximation algorithm for this problem. We also show that several natural linear programming relaxations for this problem have an integrality gap o ...
We extend Clarkson's framework by considering parameterized convex optimization problems over the unit simplex, that depend on one parameter. We provide a simple and efficient scheme for maintaining an ε-approximate solution (and a corresponding ε-coreset) ...
The Laplacian model is the standard distribution for correlation noise estimation at the turbodecoder in Wyner-Ziv coding schemes. In practice, this hypothesis is not always satisfied and, regularly, the estimated model sensibly differs from the error dist ...
