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61.
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study 总被引:1,自引:0,他引:1
Bram Verweij Shabbir Ahmed Anton J. Kleywegt George Nemhauser Alexander Shapiro 《Computational Optimization and Applications》2003,24(2-3):289-333
The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 21694 scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time. 相似文献
62.
Anna Finne Ann-Christine Albertsson 《Journal of polymer science. Part A, Polymer chemistry》2004,42(3):444-452
Following our continued interest in the production of bioerodible and biodegradable functional polymers for biomedical applications, we synthesized and characterized new unsaturated polyesters. The presence of functional groups in the polymer backbone provided sites for chemical modification, and through a variation in the structure, the physical properties, such as the hydrophilicity and solubility, could be affected. With 1,1-di-n-butyl-stanna-2,7-dioxacyclo-4-heptene as the initiator in the ring-opening polymerization of polyesters, a new set of functionalized polyesters was created. The polymerization of ϵ-caprolactone resulted in poly(ϵ-caprolactone) with a double bond incorporated into the structure. The polymers were obtained in a controlled manner with low molecular dispersities. The double bond was previously incorporated into L -lactide polymers, and the two reactions were compared in this study. The conversion of ϵ-caprolactone, with a degree of polymerization of 50, was completed within 140 min, whereas for L -lactide, only a 45% conversion took place in the same period of time. The dispersities were somewhat higher with ϵ-caprolactone because of the higher reaction rate and, therefore, lower selectivity. The incorporated CC double bond in the polyesters provided a variety of opportunities for further modifications. In this case, the double bond of the L -lactide macromonomers was oxidized into epoxides. Epoxidation was carried out with m-chloroperoxybenzoic acid as a chemical reagent. The conversion of the double bonds into epoxides was completed, and the obtained yields were good (>95%). As a result of the mild reaction conditions, the epoxidation of the double bond was carried out quantitatively without any side reactions. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 444–452, 2004 相似文献
63.
Wolfgang Knirsch 《Mathematische Nachrichten》2004,265(1):15-23
On weighted spaces with strictly plurisubharmonic weightfunctions the canonical solution operator of and the ‐Neumann operator are bounded. In this paper we find a class of strictly plurisubharmonic weightfunctions with certain growth conditions, so that they are Hilbert‐Schmidt operators between weighted spaces with different weightfunctions, if they are restricted to forms with holomorphic coefficients. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
64.
Lahcne Mezrag 《Mathematische Nachrichten》2004,266(1):60-67
In [5], it is proved that a bounded linear operator u, from a Banach space Y into an Lp(S, ν) factors through Lp1 (S, ν) for some p1 > 1, if Y* is of finite cotype; (S, ν) is a probability space for p = 0, and any measure space for 0 < p < 1. In this paper, we generalize this result to uv, where u : Y → Lp(S, ν) and v : X → Y are linear operators such that v* is of finite Ka?in cotype. This result gives also a new proof of Grothendieck's theorem. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
65.
A theorem of Birkhoff‐Frink asserts that every algebraic closure operator on an ordinary set arises, from some algebraic structure on the set, as the corresponding generated subalgebra operator. However, for many‐sorted sets, i.e., indexed families of sets, such a theorem is not longer true without qualification. We characterize the corresponding many‐sorted closure operators as precisely the uniform algebraic operators. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
66.
In this paper, we prove convergence rates for spherical spline Hermite interpolation on the sphere Sd−1 via an error estimate given in a technical report by Luo and Levesley. The functionals in the Hermite interpolation are either point evaluations of pseudodifferential operators or rotational differential operators, the desirable feature of these operators being that they map polynomials to polynomials. Convergence rates for certain derivatives are given in terms of maximum point separation. 相似文献
67.
K. Kubilius 《Acta Appl Math》2003,78(1-3):233-242
We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained. 相似文献
68.
QiangWU DaChunYANG 《数学学报(英文版)》2005,21(1):81-94
In this paper, two classes of closely related multilinear singular and fractional integrals,which include the commutators as special cases, are studied and their boundedness on Herz type spaces is discussed. In fact, it is proved that these operators are actually not bounded in certain extreme cases. 相似文献
69.
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