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2.
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
3.
Stephan Kreutzer 《Annals of Pure and Applied Logic》2004,130(1-3):61-78
We study the relationship between least and inflationary fixed-point logic. In 1986, Gurevich and Shelah proved that in the restriction to finite structures, the two logics have the same expressive power. On infinite structures however, the question whether there is a formula in IFP not equivalent to any LFP-formula was left open.
In this paper, we answer the question negatively, i.e. we show that the two logics are equally expressive on arbitrary structures. We give a syntactic translation of IFP-formulae to LFP-formulae such that the two formulae are equivalent on all structures.
As a consequence of the proof we establish a close correspondence between the LFP-alternation hierarchy and the IFP-nesting depth hierarchy. We also show that the alternation hierarchy for IFP collapses to the first level, i.e. the complement of any inflationary fixed point is itself an inflationary fixed point. 相似文献
4.
Gabriel N. Gatica Ernst P. Stephan 《Numerical Methods for Partial Differential Equations》2002,18(1):105-128
This article deals with an expanded mixed finite element formulation, based on the Hu‐Washizu principle, for a nonlinear incompressible material in the plane. We follow our related previous works and introduce both the stress and the strain tensors as further unknowns, which yields a two‐fold saddle point operator equation as the corresponding variational formulation. A slight generalization of the classical Babu?ka‐Brezzi's theory is applied to prove unique solvability of the continuous and discrete formulations, and to derive the corresponding a priori error analysis. An extension of the well‐known PEERS space is used to define an stable associated Galerkin scheme. Finally, we provide an a posteriori error analysis based on the classical Bank‐Weiser approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 105–128, 2002 相似文献
5.
Improved sample wettability was obtained by oxygen plasma functionalization of pyrolytic graphite. The samples were exposed to highly dissociated oxygen plasma with the density of 1 × 1016 m−3, the electron temperature of about 5.5 eV and the density of neutral oxygen atoms of 8 × 1021 m−3 for 20 s. The surface wettability was measured by a contact angle of water drop. The contact angle dropped from original 112° down to about 1°. The functional groups were detected by XPS analyses. The survey spectrum showed a substantial increase of oxygen concentration on the surface, while high-resolution analyses showed additional oxygen was bonded onto the graphite surface in the form of C-O polar functional group responsible for the increase of the surface energy. 相似文献
6.
Stephan Dahlke Gabriele Steidl Gerd Teschke 《Journal of Fourier Analysis and Applications》2004,10(5):507-539
This article is concerned with frame constructions on domains and manifolds. The
starting point is a unitary group representation which is square integrable modulo a suitable
subgroup and therefore gives rise to a generalized continuous wavelet transform. Then generalized
coorbit spaces can be defined by collecting all functions for which this wavelet transform
is contained in a weighted Lp-space. Moreover, we show that a judicious discretization of the
representation leads to an atomic decomposition and to Banach frames for these coorbit spaces. 相似文献
7.
In this paper, we establish a theorem on the distribution of primes in quadratic progressions on average. 相似文献
8.
E. Casarejos P. Armbruster L. Audouin J. Benlliure M. Bernas A. Boudard R. Legrain S. Leray B. Mustapha S. Czajkowski T. Enqvist B. Fernandez J. Pereira M. Pravikoff F. Rejmund K. -H. Schmidt C. Stephan J. Taieb L. Tassan-Got C. Villagrasa C. Volant W. Wlazlo 《Physics of Atomic Nuclei》2003,66(8):1413-1420
The isotopic production cross sections of heavy residues in relativistic heavy-ion collisions have been investigated in inverse kinematics. The primary reaction products were fully identified in mass and atomic number prior to beta decay using the fragment separator FRS. The huge collection of data obtained helps in the understanding of the two main reaction mechanisms involved: fragmentation and fission. These data provide basic information for future radioactive ion beam facilities and for technical applications like intense neutron sources by means of spallation targets. 相似文献
9.
Due to the hot, arid nature of its bordering lands, seawater in the Arabian Gulf can have significant evaporation rates leading to hypersaline conditions. If additional desalination plants were to operate along its coast, then the extraction of desalinated water and returned brine waste stream into the Gulf would increase the salinity. This paper uses a tidally and cross-sectionally averaged mathematical model that reveals multiplicative dependence of the salinity on factors associated with river flow, evaporation rates and each of the desalination plants. Present-day desalinated water production rates are in the linear regime, but hypersalinity has exponential sensitivity to the position and volumetric rate of desalinated water extraction. 相似文献
10.
Anton Deitmar 《数学年刊B辑(英文版)》2007,28(4):463-474
Abstract In this paper, Lefschetz formulae for torus actions on p-adic groups are proven. These are similar to comparable formulae for real Lie groups. Applications lie in the realm of dynamical
zeta functions. 相似文献