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An important goal in algorithm design is determining the best running time for solving a problem (approximately). For some problems, we know the optimal running time, assuming certain conditional lower bounds. In this work, we study the…

Data Structures and Algorithms · Computer Science 2024-03-04 Moritz Buchem , Paul Deuker , Andreas Wiese

Stochastic dual dynamic programming is a cutting plane type algorithm for multi-stage stochastic optimization originated about 30 years ago. In spite of its popularity in practice, there does not exist any analysis on the convergence rates…

Optimization and Control · Mathematics 2023-05-10 Guanghui Lan

In this paper the following selection problem is discussed. A set of $n$ items is given and we wish to choose a subset of exactly $p$ items of the minimum total cost. This problem is a special case of 0-1 knapsack in which all the item…

Data Structures and Algorithms · Computer Science 2017-08-15 Adam Kasperski , Pawel Zielinski

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

Fashion discounters face the problem of ordering the right amount of pieces in each size of a product. The product is ordered in pre-packs containing a certain size-mix of a product. For this so-called lot-type design problem, a stochastic…

Optimization and Control · Mathematics 2016-03-26 Miriam Kießling , Tobias Kreisel , Sascha Kurz , Jörg Rambau

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Machine Learning · Statistics 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, in practice, organizations are not able to be fully flexible, as decisions…

Optimization and Control · Mathematics 2024-01-17 Sezen Ece Kayacık , Beste Basciftci , Albert H Schrotenboer , Evrim Ursavas

Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…

Optimization and Control · Mathematics 2023-05-01 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Thomas Martin , Tristan Rigaut

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

Optimization and Control · Mathematics 2023-03-29 Guanghui Lan , Alexander Shapiro

Modern 3D printing technologies and the upcoming mass-customization paradigm call for efficient methods to produce and distribute arbitrarily-shaped 3D objects. This paper introduces an original algorithm to split a 3D model in parts that…

Graphics · Computer Science 2021-04-13 Marco Attene

We consider a logistics planning problem of prepositioning relief items in preparation for an impending hurricane landfall. This problem is modeled as a multiperiod network flow problem where the objective is to minimize the logistics cost…

Optimization and Control · Mathematics 2022-01-27 Murwan Siddig , Yongjia Song

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Optimization and Control · Mathematics 2024-11-05 Xian Yu , Siqian Shen

Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

Optimization and Control · Mathematics 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos

Production planning in 3D printing factories brings new challenges among which the scheduling of parts to be produced stands out. A main issue is to increase the efficiency of the plant and 3D printers productivity. Planning, scheduling,…

General Economics · Economics 2024-06-06 Juan De Anton , Juan J Senovilla , Jose M Gonzalez-Varona , Fernando Acebes

3D printers based on the Fused Decomposition Modeling create objects layer-by-layer dropping fused material. As a consequence, strong overhangs cannot be printed because the new-come material does not find a suitable support over the last…

Numerical Analysis · Mathematics 2018-04-13 Simone Cacace , Emiliano Cristiani , Leonardo Rocchi

Pre-positioning of relief supplies is an important aspect of disaster operations management that aims at decreasing the response time by advancing procurement and storage of needed supplies. In this paper we consider commodity life-time…

Optimization and Control · Mathematics 2022-04-19 Oluwasegun Olanrewaju , Shaolong Hu , Zhijie Sasha Dong

Distribution systems are often crippled by catastrophic damage caused by a natural disaster. Well-designed hardening can significantly improve the performance of post-disaster restoration operations. Such performance is quantified by a…

Optimization and Control · Mathematics 2017-11-08 Yushi Tan , Arindam K. Das , Payman Arabshahi , Daniel S. Kirschen

This paper proposes a novel method to co-optimize distribution system operation and repair crew routing for outage restoration after extreme weather events. A two-stage stochastic mixed integer linear program is developed. The first stage…

Optimization and Control · Mathematics 2018-06-29 Anmar Arif , Shanshan Ma , Zhaoyu Wang , Jianhui Wang , Sarah M. Ryan , Chen Chen

The conventional design of real-time approaches depends heavily on the normal performance of systems and it often becomes incapacitated in dealing with catastrophic scenarios effectively. There are several investigations carried out to…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-07-22 A. Christy Persya , T. R. Gopalakrishnan Nair

We consider a multiperiod stochastic capacitated facility location problem under uncertain demand and budget in each period. Using a scenario tree representation of the uncertainties, we formulate a multistage stochastic integer program to…

Optimization and Control · Mathematics 2022-07-19 Xian Yu , Siqian Shen