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51.
52.
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
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Tracing is a method of assigning flows in an electricity network to particular generators and loads, assuming perfect mixing at each node. It can be used to assign costs to transmission users. We show that the resulting allocation is equal to the Shapley value of an equivalent co-operative game. 相似文献
55.
Many real problems can be modelled as robust shortest path problems on interval digraphs, where intervals represent uncertainty about real costs and a robust path is not too far from the shortest path for each possible configuration of the arc costs.A branch and bound algorithm for this problem is presented. 相似文献
56.
工程施工中运输网络优化方案 总被引:5,自引:0,他引:5
施工工地运输方案的优化设计可以归结为 :按施工期要求设计运输线路或验证已有线路通行能力 ,计算总线路中影响提高流量的关键路段 ,取得最小费用最大流 .本文运用图论理论这一数学工具把实际问题抽象为有向网络 ,进而建立数学模型 .此方法理论上严密 ,解题步聚直观清晰 ,对水利、公路、水路、铁路等其它运输系统有普遍意义 . 相似文献
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设计一种用归零码及多重相关解调技术的传输方案,并给了所需的几种抗干扰单元电路,最后结合实验说明了此方案可提高不良环境下传输数据的置信率。 相似文献
58.
I. Ogawa Y. Miyake T. Idehara S. Sabchevski 《International Journal of Infrared and Millimeter Waves》2002,23(1):1-19
A novel focusing mirror based on the shifting of the beam phase according to the Gaussian beam optics enabled us to realize a focusing elements with different focal lengths in different directions and to convert the gyrotron output into a Gaussian-like beam. In this paper, we compare the quality of beams produced by the new system (which includes novel mirrors) and a conventional system consisting of a quasi-optical antenna, an ellipsoidal mirror and two parabolic cylinder mirrors. 相似文献
59.
Hong-Nian Li Xiao-Xiong WangWang-Feng Ding 《Journal of Electron Spectroscopy and Related Phenomena》2006
Using X-ray photoemission measurements, we have determined the attenuation length of C 1s photoelectrons in C60 film to be 21.5 Å with the incident photon energy of Mg Kα radiation. The inelastic mean free path calculated with the TPP-2M algorithm coincides fairly well with the experimentally determined attenuation length, indicating the validity of the algorithm to fullerene and fullerides. The inelastic mean free paths for some fullerides, i.e. K3C60, K6C60, Ba4C60, Sm2.75C60 and Sm6C60 are calculated to help the quantitative analyses of the photoemission spectra for these compounds. 相似文献
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