Search Results - subject:"Adaptive discretization"

Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables

Jungen, Daniel; Djelassi, Hatim; Mitsos, Alexander - In: Mathematical Methods of Operations Research 96 (2022) 1, pp. 83-112

The proof of convergence of adaptive discretization-based algorithms for semi-infinite programs (SIPs) usually relies … variables. To mitigate these convergence problems, we first examine the underlying assumptions of adaptive discretization … the considered procedure and assumptions are essentially the same in the broad class of adaptive discretization …

Persistent link: https://www.econbiz.de/10015194313

On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints

Berthold, Holger; Heitsch, Holger; Henrion, René; … - In: Mathematical methods of operations research : ZOR 96 (2022) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10013454928

Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables

Jungen, Daniel; Djelassi, Hatim; Mitsos, Alexander - In: Mathematical methods of operations research : ZOR 96 (2022) 1, pp. 83-112

Persistent link: https://www.econbiz.de/10013454958

On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints

Berthold, Holger; Heitsch, Holger; Henrion, René; … - In: Mathematical Methods of Operations Research 96 (2021) 1, pp. 1-37

We present an adaptive grid refinement algorithm to solve probabilistic optimization problems with infinitely many random constraints. Using a bilevel approach, we iteratively aggregate inequalities that provide most information not in a geometric but in a probabilistic sense. This conceptual...

Persistent link: https://www.econbiz.de/10014497530

Adaptive discretization in online reinforcement learning

Sinclair, Sean R.; Banerjee, Siddhartha; Yu, Christina Lee - In: Operations research 71 (2023) 5, pp. 1636-1652

Persistent link: https://www.econbiz.de/10014393156

Vertiport planning for urban aerial mobility : an adaptive discretization approach

Wang, Kai; Jacquillat, Alexandre; Vaze, Vikrant - In: Manufacturing & service operations management : M & SOM 24 (2022) 6, pp. 3215-3235

Persistent link: https://www.econbiz.de/10014299378

Adaptive discretization of convex multistage stochastic programs

Vigerske, Stefan; Nowak, Ivo - In: Computational Statistics 65 (2007) 2, pp. 361-383

We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction of a scenario tree into the solution process of the stochastic program. This allows to construct a scenario tree that is highly adapted on the optimization problem. The algorithm...

Persistent link: https://www.econbiz.de/10010847704

Adaptive discretization of convex multistage stochastic programs

Vigerske, Stefan; Nowak, Ivo - In: Mathematical Methods of Operations Research 65 (2007) 2, pp. 361-383

Persistent link: https://www.econbiz.de/10010950121