论文标题
与决策依赖的信息发现有关强大优化问题的精确和近似方案
Exact and Approximate Schemes for Robust Optimization Problems with Decision Dependent Information Discovery
论文作者
论文摘要
与决策相关信息发现的不确定优化问题使决策者可以控制信息发现的时间,与经典的多阶段设置相反,在该设置的经典多阶段设置中,根据规定的过滤依次揭示了不确定的参数。该问题类别在广泛的应用中很有用,但是,其同化部分受到缺乏有效的解决方案方案的限制。在本文中,我们研究了两个阶段的强大优化问题,这些问题与决策依赖的信息发现中,目标函数中出现不确定性。本文的贡献是双重的:(i)我们基于嵌套分解算法开发精确的解决方案,(ii)我们通过使用Integer编程文献中的技术来增强其公式,从而改善现有的K适应性近似值。在整个论文中,我们将定向问题作为我们的工作示例,这是一个自然而然地适合本框架的物流文献中的具有挑战性的问题。路由追索问题问题的复杂结构为提出的解决方案方案形成了一个具有挑战性的测试床,在其中,我们表明精确的解决方案方法有时超过了K适应性近似,但是,在较大的实例中,加强的K适应性解决方案可以在较大的实例中提供良好的质量解决方案,同时在决策中显着超出决策近似方案,甚至在独立的信息中无关。我们在荷兰Alrijne医院的案例研究中利用了提出的解决方案方案的有效性和定向问题,在那里我们试图通过对传感器放置和路由决策进行优化,以改善空中药品输送箱的收集过程。
Uncertain optimization problems with decision dependent information discovery allow the decision maker to control the timing of information discovery, in contrast to the classic multistage setting where uncertain parameters are revealed sequentially based on a prescribed filtration. This problem class is useful in a wide range of applications, however, its assimilation is partly limited by the lack of efficient solution schemes. In this paper we study two-stage robust optimization problems with decision dependent information discovery where uncertainty appears in the objective function. The contributions of the paper are twofold: (i) we develop an exact solution scheme based on a nested decomposition algorithm, and (ii) we improve upon the existing K-adaptability approximate by strengthening its formulation using techniques from the integer programming literature. Throughout the paper we use the orienteering problem as our working example, a challenging problem from the logistics literature which naturally fits within this framework. The complex structure of the routing recourse problem forms a challenging test bed for the proposed solution schemes, in which we show that exact solution method outperforms at times the K-adaptability approximation, however, the strengthened K-adaptability formulation can provide good quality solutions in larger instances while significantly outperforming existing approximation schemes even in the decision independent information discovery setting. We leverage the effectiveness of the proposed solution schemes and the orienteering problem in a case study from Alrijne hospital in the Netherlands, where we try to improve the collection process of empty medicine delivery crates by co-optimizing sensor placement and routing decisions.