Pool & Discard Algorithm for Chance Constrained Optimization Problems

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dc.contributor.authorKůdela, Jakubcs
dc.contributor.authorPopela, Pavelcs
dc.coverage.issue1cs
dc.coverage.volume8cs
dc.date.accessioned2020-08-04T11:03:10Z
dc.date.available2020-08-04T11:03:10Z
dc.date.issued2020-04-27cs
dc.description.abstractIn this paper, we describe an effective algorithm for handling chance constrained optimization problems, called the Pool & Discard algorithm. The algorithm utilizes the scenario approximation framework for chance constrained optimization problems, and the warm-start and problem modification features of modern solvers. The exploitation of the problem structure and efficient implementation allows us to considerably speed up the computations, especially for large instances, when compared with conventional methods.en
dc.formattextcs
dc.format.extent79397-79407cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationIEEE Access. 2020, vol. 8, issue 1, p. 79397-79407.en
dc.identifier.doi10.1109/ACCESS.2020.2990726cs
dc.identifier.issn2169-3536cs
dc.identifier.other163939cs
dc.identifier.urihttp://hdl.handle.net/11012/193413
dc.language.isoencs
dc.publisherIEEEcs
dc.relation.ispartofIEEE Accesscs
dc.relation.urihttps://ieeexplore.ieee.org/document/9079523cs
dc.rightsCreative Commons Attribution 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/2169-3536/cs
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/cs
dc.subjectchance constrained programmingen
dc.subjectscenario approximationen
dc.subjectP&D algorithmen
dc.subjectstochastic programmingen
dc.subjectconstraint removalen
dc.titlePool & Discard Algorithm for Chance Constrained Optimization Problemsen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-163939en
sync.item.dbtypeVAVen
sync.item.insts2020.08.04 13:03:10en
sync.item.modts2020.08.04 12:45:53en
thesis.grantorVysoké učení technické v Brně. Fakulta strojního inženýrství. Ústav automatizace a informatikycs
thesis.grantorVysoké učení technické v Brně. Fakulta strojního inženýrství. Ústav matematikycs
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