دانلود مقاله ISI انگلیسی شماره 81578
ترجمه فارسی عنوان مقاله

برنامه های خطی عدد صحیح مختلط قوی توزیعی: مدل تداوم با برنامه های کاربردی

عنوان انگلیسی
Distributionally robust mixed integer linear programs: Persistency models with applications
کد مقاله سال انتشار تعداد صفحات مقاله انگلیسی
81578 2014 15 صفحه PDF
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : European Journal of Operational Research, Volume 233, Issue 3, 16 March 2014, Pages 459–473

ترجمه کلمات کلیدی
مرزهای قوی توزیعی؛ برنامه خطی عدد صحیح مختلط؛ برنامه های مخروطی
کلمات کلیدی انگلیسی
Distributionally robust bounds; Mixed integer linear program; Conic program

چکیده انگلیسی

In this paper, we review recent advances in the distributional analysis of mixed integer linear programs with random objective coefficients. Suppose that the probability distribution of the objective coefficients is incompletely specified and characterized through partial moment information. Conic programming methods have been recently used to find distributionally robust bounds for the expected optimal value of mixed integer linear programs over the set of all distributions with the given moment information. These methods also provide additional information on the probability that a binary variable attains a value of 1 in the optimal solution for 0–1 integer linear programs. This probability is defined as the persistency of a binary variable. In this paper, we provide an overview of the complexity results for these models, conic programming formulations that are readily implementable with standard solvers and important applications of persistency models. The main message that we hope to convey through this review is that tools of conic programming provide important insights in the probabilistic analysis of discrete optimization problems. These tools lead to distributionally robust bounds with applications in activity networks, vertex packing, discrete choice models, random walks and sequencing problems, and newsvendor problems.