scholarly journals A Numerical Method for Two-Stage Stochastic Programs under Uncertainty

2011 ◽  
Vol 2011 ◽  
pp. 1-13
Author(s):  
Paul Bosch
Keyword(s):  
Power Generation ◽  
Monte Carlo Simulation ◽  
Stochastic Program ◽  
Probabilistic Constraints ◽  
Two Stage ◽  
Stochastic Programs ◽  
Second Stage ◽  
Simulation Techniques ◽  
Operational Management ◽  
Conservative Approximation

Motivated by problems coming from planning and operational management in power generation companies, this work extends the traditional two-stage linear stochastic program by adding probabilistic constraints in the second stage. In this work we describe, under special assumptions, how the two-stage stochastic programs with mixed probabilities can be treated computationally. We obtain a convex conservative approximations of the chance constraints defined in second stage of our model and use Monte Carlo simulation techniques for approximating the expectation function in the first stage by the average. This approach raises with another question: how to solve the linear program with the convex conservative approximation (nonlinear constrains) for each scenario?

scholarly journals Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty

2020 ◽  
Vol 68 (4) ◽  
pp. 1199-1217
Author(s):  
Ward Romeijnders ◽  
Niels van der Laan
Keyword(s):  
Cutting Planes ◽  
Mixed Integer ◽  
Integer Optimization ◽  
Random Parameters ◽  
Two Stage ◽  
Stochastic Programs ◽  
Second Stage ◽  
Right Hand ◽  
Novel Approach ◽  
Decision Variables

Cutting planes need not be valid in stochastic integer optimization. Many practical problems under uncertainty, for example, in energy, logistics, and healthcare, can be modeled as mixed-integer stochastic programs (MISPs). However, such problems are notoriously difficult to solve. In “Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty,” Romeijnders and van der Laan introduce a novel approach to solve two-stage MISPs. Instead of using exact cuts that are always valid, they propose to use pseudo-valid cutting planes for the second-stage feasible regions that may cut away feasible integer second-stage solutions for some scenarios and may be overly conservative for others. The advantage of using such cutting planes is that the approximating problem remains convex in the first-stage decision variables and thus can be solved efficiently. Moreover, the performance of these cutting planes is good if the variability of the random parameters in the model is large enough.

An Enhanced Two Stage MMSE Equalizer for Coded FBMC/OQAM Systems

2019 ◽  
Vol 10 (1) ◽  
pp. 69-82 ◽  
Author(s):  
Mohammad Rizk Assaf ◽  
Abdel-Nasser Assimi
Keyword(s):  
Error Propagation ◽  
Channel Model ◽  
Error Correcting Codes ◽  
Two Stage ◽  
Probability Of Error ◽  
Second Stage ◽  
Different Types ◽  
Mmse Equalizer ◽  
And Performance ◽  
Ici Cancellation

In this article, the authors investigate the enhanced two stage MMSE (TS-MMSE) equalizer in bit-interleaved coded FBMC/OQAM system which gives a tradeoff between complexity and performance, since error correcting codes limits error propagation, so this allows the equalizer to remove not only ICI but also ISI in the second stage. The proposed equalizer has shown less design complexity compared to the other MMSE equalizers. The obtained results show that the probability of error is improved where SNR gain reaches 2 dB measured at BER compared with ICI cancellation for different types of modulation schemes and ITU Vehicular B channel model. Some simulation results are provided to illustrate the effectiveness of the proposed equalizer.

Personalised attraction recommendation for enhancing topic diversity and accuracy

2021 ◽  
pp. 016555152199980
Author(s):  
Yuanyuan Lin ◽  
Chao Huang ◽  
Wei Yao ◽  
Yifei Shao
Keyword(s):  
Real World ◽  
Information Overload ◽  
Two Stage ◽  
Misclassification Cost ◽  
Second Stage ◽  
Low Visibility ◽  
Recommendation Diversity ◽  
Optimisation Model ◽  
Definition Of ◽  
Improved Methods

Attraction recommendation plays an important role in tourism, such as solving information overload problems and recommending proper attractions to users. Currently, most recommendation methods are dedicated to improving the accuracy of recommendations. However, recommendation methods only focusing on accuracy tend to recommend popular items that are often purchased by users, which results in a lack of diversity and low visibility of non-popular items. Hence, many studies have suggested the importance of recommendation diversity and proposed improved methods, but there is room for improvement. First, the definition of diversity for different items requires consideration for domain characteristics. Second, the existing algorithms for improving diversity sacrifice the accuracy of recommendations. Therefore, the article utilises the topic ‘features of attractions’ to define the calculation method of recommendation diversity. We developed a two-stage optimisation model to enhance recommendation diversity while maintaining the accuracy of recommendations. In the first stage, an optimisation model considering topic diversity is proposed to increase recommendation diversity and generate candidate attractions. In the second stage, we propose a minimisation misclassification cost optimisation model to balance recommendation diversity and accuracy. To assess the performance of the proposed method, experiments are conducted with real-world travel data. The results indicate that the proposed two-stage optimisation model can significantly improve the diversity and accuracy of recommendations.

scholarly journals Two-stage multi-tasking transform framework for large-scale many-objective optimization problems

2021 ◽  
Author(s):  
Lu Chen ◽  
Handing Wang ◽  
Wenping Ma
Keyword(s):  
Large Scale ◽  
Original Problem ◽  
Optimization Problems ◽  
Reference Points ◽  
Optimization Strategy ◽  
Two Stage ◽  
Decision Space ◽  
Second Stage ◽  
Decision Variables ◽  
Objective Space

AbstractReal-world optimization applications in complex systems always contain multiple factors to be optimized, which can be formulated as multi-objective optimization problems. These problems have been solved by many evolutionary algorithms like MOEA/D, NSGA-III, and KnEA. However, when the numbers of decision variables and objectives increase, the computation costs of those mentioned algorithms will be unaffordable. To reduce such high computation cost on large-scale many-objective optimization problems, we proposed a two-stage framework. The first stage of the proposed algorithm combines with a multi-tasking optimization strategy and a bi-directional search strategy, where the original problem is reformulated as a multi-tasking optimization problem in the decision space to enhance the convergence. To improve the diversity, in the second stage, the proposed algorithm applies multi-tasking optimization to a number of sub-problems based on reference points in the objective space. In this paper, to show the effectiveness of the proposed algorithm, we test the algorithm on the DTLZ and LSMOP problems and compare it with existing algorithms, and it outperforms other compared algorithms in most cases and shows disadvantage on both convergence and diversity.

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