Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Holger Heitsch"'
Publikováno v:
Journal of Global Optimization. 84:651-685
Bilevel optimization is an increasingly important tool to model hierarchical decision making. However, the ability of modeling such settings makes bilevel problems hard to solve in theory and practice. In this paper, we add on the general difficulty
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::20daa230ce6ab7df275aebc0dc6fe09a
https://doi.org/10.1007/s10898-022-01161-z
https://doi.org/10.1007/s10898-022-01161-z
We present an adaptive grid refinement algorithm to solve probabilistic optimization problems with infinitely many random constraints. Using a bilevel approach, we iteratively aggregate inequalities that provide most information not in a geometric bu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78445f8afbecec30732491fad4a5b22e
Autor:
Holger Heitsch, René Henrion
The spherical cap discrepancy is a widely used measure for how uniformly a sample of points on the sphere is distributed. Being hard to compute, this discrepancy measure is typically replaced by some lower or upper estimates when designing optimal sa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::35e163d85d1dc9ffcb3b09d295d5c961
Publikováno v:
Annals of Operations Research. 292:683-709
We consider stochastic programs with joint chance constraints with discrete random distribution. We reformulate the problem by adding auxiliary variables. Since the resulting problem has a non-regular feasible set, we regularize it by increasing the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59debc8ce271da03e46d691da8419a3a
https://doi.org/10.1007/s10479-018-3091-9
https://doi.org/10.1007/s10479-018-3091-9
Publikováno v:
Computational Management Science. 14:443-460
We present a novel mathematical algorithm to assist gas network operators in managing uncertainty, while increasing reliability of transmission and supply. As a result, we solve an optimization problem with a joint probabilistic constraint over an in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::718ec9430297b755e6ac580581000e22
https://doi.org/10.1007/s10287-017-0284-7
https://doi.org/10.1007/s10287-017-0284-7
In optimal control problems, often initial data are required that are not known exactly in practice. In order to take into account this uncertainty, we consider optimal control problems for a system with an uncertain initial state. A finite terminal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a93d4764f204795e60f73b5a315159c4
Autor:
Holger Heitsch
The question for the capacity of a given gas network, i.e., determining the maximal amount of gas that can be transported by a given network, appears as an essential question that network operators and political administrations are regularly faced wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a22fa147bad4fb6d62cde707ae988e8f
Autor:
Nikolai Strogies, Holger Heitsch
Publikováno v:
CIM Series in Mathematical Sciences ISBN: 9783030331153
Assuming a pipe-wise constant structure of the friction coefficient in the modeling of natural gas transport through a passive network of pipes via semilinear systems of balance laws with associated linear coupling and boundary conditions, uncertaint
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d106b4637a4aad93ed994a8c850688a
The paper considers the computation of the probability of feasible load constellations in a stationary gas network with uncertain demand. More precisely, a network with a single entry and several exits with uncertain loads is studied. Feasibility of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::372ab05e5a5e89267d01ce3462ffcdd1
https://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&origin=inward&scp=84990842080
https://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&origin=inward&scp=84990842080
Autor:
Werner Römisch, Holger Heitsch
Publikováno v:
Mathematical Programming. 118:371-406
An important issue for solving multistage stochastic programs consists in the approximate representation of the (multivariate) stochastic input process in the form of a scenario tree. In this paper, we develop (stability) theory-based heuristics for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::015591146dd48c9adfc734bc7598816c
https://doi.org/10.1007/s10107-007-0197-2
https://doi.org/10.1007/s10107-007-0197-2