论文标题

两阶段供应商问题的随机优化和学习

Stochastic Optimization and Learning for Two-Stage Supplier Problems

论文作者

Brubach, Brian, Grammel, Nathaniel, Harris, David G., Srinivasan, Aravind, Tsepenekas, Leonidas, Vullikanti, Anil

论文摘要

本文的主要重点是基于半径的(供应商)聚类在两个阶段随机环境中,并以追索方式进行,其中模型的固有随机性以预算约束的形式出现。除了所有客户都必须在最近设施的距离$ r $之内的标准(同质)设置外,我们还为更通用的问题提供了结果,而半径需求可能不均匀(即每个客户端都不同)。我们还探索了许多变体,其中在第一阶段的决策中强加了其他约束,特别是Matroid和Multi-Knapsack约束,并为这些设置提供了结果。 我们为最一般的分布设置得出结果,其中仅黑框访问基础分布。为此,我们首先为多项式场景设置开发算法。然后,我们采用标准样本平均近似方法(SAA)方法的新方案揭示变体,该变体可利用受限案例算法的特性。我们注意到,为了在半径上进行优化,需要对SAA方法进行场景修改。

The main focus of this paper is radius-based (supplier) clustering in the two-stage stochastic setting with recourse, where the inherent stochasticity of the model comes in the form of a budget constraint. In addition to the standard (homogeneous) setting where all clients must be within a distance $R$ of the nearest facility, we provide results for the more general problem where the radius demands may be inhomogeneous (i.e., different for each client). We also explore a number of variants where additional constraints are imposed on the first-stage decisions, specifically matroid and multi-knapsack constraints, and provide results for these settings. We derive results for the most general distributional setting, where there is only black-box access to the underlying distribution. To accomplish this, we first develop algorithms for the polynomial scenarios setting; we then employ a novel scenario-discarding variant of the standard Sample Average Approximation (SAA) method, which crucially exploits properties of the restricted-case algorithms. We note that the scenario-discarding modification to the SAA method is necessary in order to optimize over the radius.

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