Pool & Discard Algorithm for Chance Constrained Optimization Problems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F20%3APU136451" target="_blank" >RIV/00216305:26210/20:PU136451 - isvavai.cz</a>
Result on the web
<a href="https://ieeexplore.ieee.org/document/9079523" target="_blank" >https://ieeexplore.ieee.org/document/9079523</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/ACCESS.2020.2990726" target="_blank" >10.1109/ACCESS.2020.2990726</a>

Result language
angličtina
Original language name
Pool & Discard Algorithm for Chance Constrained Optimization Problems
Original language description
In this paper, we describe an effective algorithm for handling chance constrained optimization problems, called the Pool & Discard algorithm. The algorithm utilizes the scenario approximation framework for chance constrained optimization problems, and the warm-start and problem modification features of modern solvers. The exploitation of the problem structure and efficient implementation allows us to considerably speed up the computations, especially for large instances, when compared with conventional methods.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10102 - Applied mathematics

Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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