Gr\"obner and Graver bases for calculating Opportunity Cost Matrices
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Publication:6429261
arXiv2303.06724MaRDI QIDQ6429261FDOQ6429261
Authors: Yuchen Ge, Janosch Ortmann, Walter Rei 
Publication date: 12 March 2023
Abstract: Opportunity cost matrices are interesting in the context of scenario reduction. We provide new algorithms, based on ideas from algebraic geometry, to efficiently compute the opportunity cost matrix using computational algebraic geometry. We demonstrate the efficacy of our algorithms by computing opportunity cost matrices for two stochastic integer programs.
Stochastic programming (90C15) Integer programming (90C10) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25)
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