Download or read book The chance constrained programming method written by Charles Douglas Chavous and published by . This book was released on 1979 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Chance Constrained Programming Methods in Probabilistic Programming written by Abraham Charnes and published by . This book was released on 1982 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a response to the article 'Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition' (25) in which Professors Hogan, Morris and Thompson (HMT hereafter) recommend abandonment of Chance Constrained Programming (=CCP) in favor of Stochastic Programming with Recourse (=SPR)--which we shall also refer to as 2-stage Linear Programming Under Uncertainty (=LPUU) since this is the main variant of SPR which is relied upon for these conclusions in (25). In the interest of clarity and brevity, we do not pursue all of the topics covered in (25) since, as will become evident, a rather lengthy response is required to chase down even major issues. We also believe that (25) is directed to conceptual rather than practical issues of application and so, also for brevity, we brush aside qualifiers that appear in statements like the following: 'We wish to emphasize that recourse problems characterize almost all [sic] real decision problems involving risk.' Except for possibly affording some degree of protection to HMT, we do not see that such qualifiers serve any useful purpose.
Download or read book Robust Optimization written by Aharon Ben-Tal and published by Princeton University Press. This book was released on 2009-08-10 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
Download or read book Chance constrained Programming written by Abraham Charnes and published by . This book was released on 1971 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: The current state of development of change-constrained programming, its problems and their relationships to statistical methods, particularly the theory of testing statistical hypotheses, is presented. Tied together are the representations in terms of non-Archimedian Hilbert extensions of the real field (which differs from the standard non-standard analysis fields), regularization of chance constraints, acceptance regions, and chance-constrained games. (Author).
Download or read book Process Systems Engineering for Pharmaceutical Manufacturing written by Ravendra Singh and published by Elsevier. This book was released on 2018-03-16 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Process Systems Engineering for Pharmaceutical Manufacturing: From Product Design to Enterprise-Wide Decisions, Volume 41, covers the following process systems engineering methods and tools for the modernization of the pharmaceutical industry: computer-aided pharmaceutical product design and pharmaceutical production processes design/synthesis; modeling and simulation of the pharmaceutical processing unit operation, integrated flowsheets and applications for design, analysis, risk assessment, sensitivity analysis, optimization, design space identification and control system design; optimal operation, control and monitoring of pharmaceutical production processes; enterprise-wide optimization and supply chain management for pharmaceutical manufacturing processes. Currently, pharmaceutical companies are going through a paradigm shift, from traditional manufacturing mode to modernized mode, built on cutting edge technology and computer-aided methods and tools. Such shifts can benefit tremendously from the application of methods and tools of process systems engineering. - Introduces Process System Engineering (PSE) methods and tools for discovering, developing and deploying greener, safer, cost-effective and efficient pharmaceutical production processes - Includes a wide spectrum of case studies where different PSE tools and methods are used to improve various pharmaceutical production processes with distinct final products - Examines the future benefits and challenges for applying PSE methods and tools to pharmaceutical manufacturing
Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Download or read book Chance constrained Programming with 0 1 Or Bounded Decision Variables written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1966 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper considers the chance-constrained programming problem where the decision variables can be either bounded and continuous or restricted to be either zero or one, and where some or all of the elements of A, b, and c are random variables that may be statistically dependent. Both exact and approximate solution procedures are presented, where most of these are based on several linear inequalities that permit this problem to be approximated by a number of ordinary (integer or noninteger) linear programming problems. Either zero-order or linear decision rules are allowed for the continuous variables, and a general method of making 'second-stage decisions' with either continuous or 0-1 variables is developed. (Author).
Download or read book Distribution Free Methods for the Chance Constrained Programming Model written by Jon R. Thomas and published by . This book was released on 1972 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper is concerned with the development of certainty or deterministic equivalent nonlinear programming models from chance-constrained programming models. It contains a review of some of the historical developments in this area which were made by Charnes and Cooper, Kataoka, Miller and Wagner, Hillier, and Sengupta. The paper introduces a new, distribution free approach to chance-constrained programming which can be used with both single and joint chance constraints. Finally, the distribution free chance-constraned model is applied to the economic problem of input-output analysis.
Download or read book Online Optimization of Large Scale Systems written by Martin Grötschel and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.
Download or read book Handbook of Constraint Programming written by Francesca Rossi and published by Elsevier. This book was released on 2006-08-18 with total page 977 pages. Available in PDF, EPUB and Kindle. Book excerpt: Constraint programming is a powerful paradigm for solving combinatorial search problems that draws on a wide range of techniques from artificial intelligence, computer science, databases, programming languages, and operations research. Constraint programming is currently applied with success to many domains, such as scheduling, planning, vehicle routing, configuration, networks, and bioinformatics.The aim of this handbook is to capture the full breadth and depth of the constraint programming field and to be encyclopedic in its scope and coverage. While there are several excellent books on constraint programming, such books necessarily focus on the main notions and techniques and cannot cover also extensions, applications, and languages. The handbook gives a reasonably complete coverage of all these lines of work, based on constraint programming, so that a reader can have a rather precise idea of the whole field and its potential. Of course each line of work is dealt with in a survey-like style, where some details may be neglected in favor of coverage. However, the extensive bibliography of each chapter will help the interested readers to find suitable sources for the missing details. Each chapter of the handbook is intended to be a self-contained survey of a topic, and is written by one or more authors who are leading researchers in the area.The intended audience of the handbook is researchers, graduate students, higher-year undergraduates and practitioners who wish to learn about the state-of-the-art in constraint programming. No prior knowledge about the field is necessary to be able to read the chapters and gather useful knowledge. Researchers from other fields should find in this handbook an effective way to learn about constraint programming and to possibly use some of the constraint programming concepts and techniques in their work, thus providing a means for a fruitful cross-fertilization among different research areas.The handbook is organized in two parts. The first part covers the basic foundations of constraint programming, including the history, the notion of constraint propagation, basic search methods, global constraints, tractability and computational complexity, and important issues in modeling a problem as a constraint problem. The second part covers constraint languages and solver, several useful extensions to the basic framework (such as interval constraints, structured domains, and distributed CSPs), and successful application areas for constraint programming.- Covers the whole field of constraint programming- Survey-style chapters- Five chapters on applications
Download or read book The Concentration of Measure Phenomenon written by Michel Ledoux and published by American Mathematical Soc.. This book was released on 2001 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: The observation of the concentration of measure phenomenon is inspired by isoperimetric inequalities. This book offers the basic techniques and examples of the concentration of measure phenomenon. It presents concentration functions and inequalities, isoperimetric and functional examples, spectrum and topological applications and product measures.
Download or read book Stochastic Linear Programming written by P. Kall and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: Todaymanyeconomists, engineers and mathematicians are familiar with linear programming and are able to apply it. This is owing to the following facts: during the last 25 years efficient methods have been developed; at the same time sufficient computer capacity became available; finally, in many different fields, linear programs have turned out to be appropriate models for solving practical problems. However, to apply the theory and the methods of linear programming, it is required that the data determining a linear program be fixed known numbers. This condition is not fulfilled in many practical situations, e. g. when the data are demands, technological coefficients, available capacities, cost rates and so on. It may happen that such data are random variables. In this case, it seems to be common practice to replace these random variables by their mean values and solve the resulting linear program. By 1960 various authors had already recog nized that this approach is unsound: between 1955 and 1960 there were such papers as "Linear Programming under Uncertainty", "Stochastic Linear Pro gramming with Applications to Agricultural Economics", "Chance Constrained Programming", "Inequalities for Stochastic Linear Programming Problems" and "An Approach to Linear Programming under Uncertainty".
Download or read book Distribution Free Methods for the Chance constrained Programming Model written by Jon R. Thomas (CAPT, USAF.) and published by . This book was released on 1972 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probabilistic and Randomized Methods for Design under Uncertainty written by Giuseppe Calafiore and published by Springer Science & Business Media. This book was released on 2006-03-06 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic and Randomized Methods for Design under Uncertainty is a collection of contributions from the world’s leading experts in a fast-emerging branch of control engineering and operations research. The book will be bought by university researchers and lecturers along with graduate students in control engineering and operational research.
Download or read book Theory and Practice of Uncertain Programming written by Baoding Liu and published by Springer. This book was released on 2008-12-28 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real-life decisions are usually made in the state of uncertainty such as randomness and fuzziness. How do we model optimization problems in uncertain environments? How do we solve these models? In order to answer these questions, this book provides a self-contained, comprehensive and up-to-date presentation of uncertain programming theory, including numerous modeling ideas, hybrid intelligent algorithms, and applications in system reliability design, project scheduling problem, vehicle routing problem, facility location problem, and machine scheduling problem. Researchers, practitioners and students in operations research, management science, information science, system science, and engineering will find this work a stimulating and useful reference.
Download or read book Constrained Optimization and Lagrange Multiplier Methods written by Dimitri P. Bertsekas and published by Academic Press. This book was released on 2014-05-10 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer Science and Applied Mathematics: Constrained Optimization and Lagrange Multiplier Methods focuses on the advancements in the applications of the Lagrange multiplier methods for constrained minimization. The publication first offers information on the method of multipliers for equality constrained problems and the method of multipliers for inequality constrained and nondifferentiable optimization problems. Discussions focus on approximation procedures for nondifferentiable and ill-conditioned optimization problems; asymptotically exact minimization in the methods of multipliers; duality framework for the method of multipliers; and the quadratic penalty function method. The text then examines exact penalty methods, including nondifferentiable exact penalty functions; linearization algorithms based on nondifferentiable exact penalty functions; differentiable exact penalty functions; and local and global convergence of Lagrangian methods. The book ponders on the nonquadratic penalty functions of convex programming. Topics include large scale separable integer programming problems and the exponential method of multipliers; classes of penalty functions and corresponding methods of multipliers; and convergence analysis of multiplier methods. The text is a valuable reference for mathematicians and researchers interested in the Lagrange multiplier methods.
Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2014-07-09 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.
