The sample average approximation method applied to stochastic routing problems: a computational study

From MaRDI portal
Revision as of 11:33, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1866135

DOI10.1023/A:1021814225969zbMath1094.90029DBLPjournals/coap/VerweijAKNS03WikidataQ89211408 ScholiaQ89211408MaRDI QIDQ1866135

Anton J. Kleywegt, Shabbir Ahmed, Bram Verweij, Nemhauser, George I., Alexander Shapiro

Publication date: 3 April 2003

Published in: Computational Optimization and Applications (Search for Journal in Brave)





Related Items (84)

Stochastic Shortest Path Problem with Delay Excess PenaltyScheduling deferrable electric appliances in smart homes: a bi-objective stochastic optimization approachVariance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programmingKernel Entropy Discriminant Analysis for Dimension ReductionA solution method for a two-dispatch delivery problem with stochastic customersAn arc-exchange decomposition method for multistage dynamic networks with random arc capacitiesOn sample size control in sample average approximations for solving smooth stochastic programsIdentifying risk-averse low-diameter clusters in graphs with stochastic vertex weightsReformulation and sampling to solve a stochastic network interdiction problemA two-step gradient estimation approach for setting supply chain operating parametersA maritime inventory routing problem with stochastic sailing and port timesFlexible solutions to maritime inventory routing problems with delivery time windowsMulti-commodity distribution under uncertainty in disaster response phase: model, solution method, and an empirical studyNew reformulations of distributionally robust shortest path problemUsing parallel \& distributed computing for real-time solving of vehicle routing problems with stochastic demandsWhen can we improve on sample average approximation for stochastic optimization?Logarithmic sample bounds for sample average approximation with capacity- or budget-constraintsApproximation of probabilistic constraints in stochastic programming problems with a probability measure kernelAn ADMM algorithm for two-stage stochastic programming problemsEnhancing Benders decomposition algorithm to solve a combat logistics problemAn approach to the distributionally robust shortest path problemMulti-modal cargo logistics distribution problem: decomposition of the stochastic risk-averse modelsRailway disruption management: designing bus bridging services under uncertaintyThe sample average approximation method for empty container repositioning with uncertaintiesRouting optimization with time windows under uncertaintyA smoothing projected HS method for solving stochastic tensor complementarity problemThe effect of few historical data on the performance of sample average approximation method for operating room schedulingSimultaneous location and vehicle fleet sizing of relief goods distribution centers and vehicle routing for post-disaster logisticsEvaluating appointment postponement in scheduling patients at a diagnostic clinicOn risk-averse maximum weighted subgraph problemsDecomposition-based exact algorithms for risk-constrained traveling salesman problems with discrete random arc costsSample average approximation for risk-averse problems: a virtual power plant scheduling applicationA hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertaintyM-estimators for models with a mix of discrete and continuous parametersInfluence maximization with deactivation in social networksStochastic mathematical programs with equilibrium constraints, modelling and sample average approximationBlock mirror stochastic gradient method for stochastic optimizationAn accelerated benders decomposition algorithm for stochastic power system expansion planning using sample average approximationStable annual scheduling of medical residents using prioritized multiple training schedules to combat operational uncertaintyDistributionally robust Weber problem with uncertain demandApproximation Algorithms for Stochastic and Risk-Averse OptimizationThe workload balancing problem at air cargo terminalsOn Feasibility of Sample Average Approximation SolutionsAn optimal method for stochastic composite optimizationIntegrated supply chain planning under uncertainty using an improved stochastic approachA probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programmingA sample average approximation method based on a D-gap function for stochastic variational inequality problemsIn Memoriam: Shabbir Ahmed (1969–2019)Managing congestion in a multi-modal transportation network under biomass supply uncertaintySimulation-Based Optimality Tests for Stochastic ProgramsConstrained shortest path with uncertain transit timesA stochastic programming model for service scheduling with uncertain demand: an application in open-access clinic schedulingA hybrid heuristic for a stochastic production-inventory-routing problemOptimal insurance contract specification in the upstream sector of the oil and gas industrySpare parts inventory routing problem with transshipment and substitutions under stochastic demandsStochastic global optimization using tangent minorants for Lipschitz functionsExact algorithms on reliable routing problems under uncertain topology using aggregation techniques for exponentially many scenariosA capacitated lot sizing problem with stochastic setup times and overtimeA study on the optimal inventory allocation for clinical trial supply chainsWhole blood or apheresis donations? A multi-objective stochastic optimization approachItinerary planning with time budget for risk-averse travelersCommitment under uncertainty: Two-stage stochastic matching problemsA two-stage stochastic programming model for transportation network protectionA stochastic programming approach for supply chain network design under uncertaintyA two-stage stochastic programming model for the parallel machine scheduling problem with machine capacitySales and operations planning in systems with order configuration uncertaintySample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problemValidation analysis of mirror descent stochastic approximation methodA cutting plane method for risk-constrained traveling salesman problem with random arc costsScalable Optimal Classifiers for Adversarial Settings Under UncertaintyTime-dependent stochastic vehicle routing problem with random requests: application to online police patrol management in BrusselsA vehicle routing problem with distribution uncertainty in deadlinesStochastic programming approach to optimization under uncertaintyAccelerated sample average approximation method for two-stage stochastic programming with binary first-stage variablesA comparative study of decomposition algorithms for stochastic combinatorial optimizationStochastic polynomial optimizationLiner ship bunkering and sailing speed planning with uncertain demandWasserstein distributionally robust shortest path problemMulti-echelon supply chain design considering unreliable facilities with facility hardening possibilityRobust Data-Driven Vehicle Routing with Time WindowsA practical approach for robust and flexible vehicle routing using metaheuristics and Monte Carlo samplingSpecial issue: Global solution of integer, stochastic and nonconvex optimization problemsOn complexity of multistage stochastic programsA smooth penalty-based sample average approximation method for stochastic complementarity problems







This page was built for publication: The sample average approximation method applied to stochastic routing problems: a computational study