Related papers: Multi-Objective Evolutionary Optimization of Chanc…
In this paper, we propose a robust optimization-based heuristic algorithm for the chance-constrained binary knapsack problem (CKP). We assume that the weights of items are independent normally distributed. By utilizing the properties of the…
Real-world combinatorial optimization problems are often stochastic and dynamic. Therefore, it is essential to make optimal and reliable decisions with a holistic approach. In this paper, we consider the dynamic chance-constrained knapsack…
We consider a variant of the set covering problem with uncertain parameters, which we refer to as the chance-constrained set multicover problem (CC-SMCP). In this problem, we assume that there is uncertainty regarding whether a selected set…
Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular,…
Evolutionary algorithms are particularly effective for optimisation problems with dynamic and stochastic components. We propose multi-objective evolutionary approaches for the knapsack problem with stochastic profits under static and…
We introduce Multistage Conditional Compositional Optimization (MCCO) as a new paradigm for decision-making under uncertainty that combines aspects of multistage stochastic programming and conditional stochastic optimization. MCCO minimizes…
We present a new Monte Carlo Tree Search (MCTS) algorithm to solve the stochastic orienteering problem with chance constraints, i.e., a version of the problem where travel costs are random, and one is assigned a bound on the tolerable…
In practise, it is often desirable to provide the decision-maker with a rich set of diverse solutions of decent quality instead of just a single solution. In this paper we study evolutionary diversity optimization for the knapsack problem…
We model the scenarios of network slicing allocation for the micro-operator (MO) network. The MO creates the slices "as a service" of wireless resource and then allocates these slices to multiple mobile network operators (MNOs). We propose…
We propose a new class of learning algorithms that combines variational approximation and Markov chain Monte Carlo (MCMC) simulation. Naive algorithms that use the variational approximation as proposal distribution can perform poorly…
Recently, neural heuristics based on deep reinforcement learning have exhibited promise in solving multi-objective combinatorial optimization problems (MOCOPs). However, they are still struggling to achieve high learning efficiency and…
An instance of the multiperiod binary knapsack problem (MPBKP) is given by a horizon length $T$, a non-decreasing vector of knapsack sizes $(c_1, \ldots, c_T)$ where $c_t$ denotes the cumulative size for periods $1,\ldots,t$, and a list of…
The multidimensional knapsack problem (MKP) is an NP-hard combinatorial optimization problem whose solution is determining a subset of maximum total profit items that do not violate capacity constraints. Due to its hardness, large-scale MKP…
By modeling the uncertainty of spinning reserves provided by energy storage with probabilistic constraints, a new optimal scheduling mode is proposed for minimizing the operating costs of an isolated microgrid (MG) by using…
In the world of embedded systems, optimizing actions with the uncertain costs of multiple resources is a complex challenge. Existing methods include plan building based on Monte Carlo Tree Search (MCTS), an approach that thrives in multiple…
The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…
The ever-increasing integration of stochastic renewable energy sources into power systems operation is making the supply-demand balance more challenging. While joint chance-constrained methods are equipped to model these complexities and…
In this paper, we consider a multi-stage dynamic assortment optimization problem with multi-nomial choice modeling (MNL) under resource knapsack constraints. Given the current resource inventory levels, the retailer makes an assortment…
Knapsack problem (KP) is a representative combinatorial optimization problem that aims to maximize the total profit by selecting a subset of items under given constraints on the total weights. In this study, we analyze a generalized version…
The rapid proliferation of omnichannel retail strategies has fundamentally transformed store replenishment operations in uncertain supply chain environments. With retail stores increasingly acting as hybrid fulfillment centers, pooled…