基于列生成的联合机会约束概率简单时态网络(扩展摘要)

Andrew Murray, Michael Cashmore, A. Arulselvan, J. Frank
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引用次数: 0

摘要

采用概率简单时态网络(PSTN)来表示不确定情况下的调度问题。在强可控的时间网络中,存在一个对任何不确定性都具有鲁棒性的具体调度。我们通过列生成解决了确定机会约束PSTN SC作为联合机会约束优化问题的问题,提升了PSTN文献中通常使用的独立性假设和布尔不等式。与以前的方法相比,我们的方法平均可将成本降低10倍。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Joint Chance Constrained Probabilistic Simple Temporal Networks via Column Generation (Extended Abstract)
Probabilistic Simple Temporal Networks (PSTN) are used to represent scheduling problems under uncertainty. In a temporal network that is Strongly Controllable (SC) there exists a concrete schedule that is robust to any uncertainty. We solve the problem of determining Chance Constrained PSTN SC as a Joint Chance Constrained optimisation problem via column generation, lifting the usual assumptions of independence and Boole's inequality typically leveraged in PSTN literature. Our approach offers on average a 10 times reduction in cost versus previous methods.
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