论文标题
在一类随机程序中，有很多情况
On a class of stochastic programs with exponentially many scenarios
论文作者
论文摘要
我们考虑一类随机程序，其不确定的数据具有指数数量的可能结果，其中场景通过可拖动的二进制二进制多主的顶点进行了参数。在这些条件下，我们提出了一种新的公式，该公式会引入适度数量的其他变量和一类可有效分离的不平等现象。此外，当底层多层是单位超立方体时，我们会提出一个多项式大小的扩展公式，该公式可以通过OFF-the-shelf优化软件直接解决。我们通过一项计算研究评估制定的优势和局限性。
We consider a class of stochastic programs whose uncertain data has an exponential number of possible outcomes, where scenarios are affinely parametrized by the vertices of a tractable binary polytope. Under these conditions, we propose a novel formulation that introduces a modest number of additional variables and a class of inequalities that can be efficiently separated. Moreover, when the underlying polytope is the unit hypercube, we present an extended formulation of polynomial size that can be solved directly with off--the--shelf optimization software. We assess the advantages and limitations of our formulation through a computational study.
