On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
نویسندگان
چکیده
منابع مشابه
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
We consider two-stage adjustable robust linear optimization problems with uncertain right hand side b belonging to a convex and compact uncertainty set U . We provide an a priori approximation bound on the ratio of the optimal affine (in b) solution to the optimal adjustable solution that depends on two fundamental geometric properties of U : (a) the “symmetry” and (b) the “simplex dilation fac...
متن کاملOn the power and limitations of affine policies in two-stage adaptive optimization
We consider a two-stage adaptive linear optimization problem under right hand side uncertainty with a min–max objective and give a sharp characterization of the power and limitations of affine policies (where the second stage solution is an affine function of the right hand side uncertainty). In particular, we show that the worst-case cost of an optimal affine policy can be (m1/2−δ) times the w...
متن کاملinvestigating the feasibility of a proposed model for geometric design of deployable arch structures
deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...
A Tractable Approach for designing Piecewise Affine Policies in Two-stage Adjustable Robust Optimization
We consider the problem of designing piecewise affine policies for two-stage adjustable robust linear optimization problems under right-hand side uncertainty. It is well known that a piecewise affine policy is optimal although the number of pieces can be exponentially large. A significant challenge in designing a practical piecewise affine policy is constructing good pieces of the uncertainty s...
متن کاملthe evaluation and comparison of two esp textbooks available on the iranian market for teaching english to the students of medicine
abstract this study evaluated and compared medical terminology and english for the students of medicine (ii) as two representatives of the textbooks available on the iranian market for teaching english to the students of medicine. this research was performed on the basis of a teacher’s and a number of students’ attitudes and the students’ needs analysis for two reasons: first, to investigate...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2014
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-014-0818-5