Stochastic optimization on Bayesian nets

Article Abstract:

An a posteriori gradient estimation scheme based on Gibbs sampler is used in a Bayesian net approach for defining and solving a stochastic optimization problem. The use of the Bayesian net approach allows for the description of joint probability distributions in the optimization model while the Gibbs sampler allows for gradient estimation when random variables are discrete. A validation of the model in a semiconductor environment proved the robustness of the technique.

Bayesian statistical decision theory, Bayesian analysis

---

The role of the augmented system in interior point methods

Article Abstract:

Improvements in the pivot point search heuristics were shown to be effective in increasing the utility of the augmented system approach in interior point methods. Improvement in the pivot point search makes the algorithm competitive with the conventional normal equation method used throughout the industry, such as the AD-1 AT method. The augmented system is especially useful in large problems where both the AD-1 AT is dense as well as the Cholesky factor.

Linear programming

---

The augmented system variant of IPMs in two-stage stochastic linear programming computation

Article Abstract:

The augmented systems approach in the interior point method to solve the deterministic equivalent of two-stage stochastic linear programming problem is shown to be the best solution technique. An innovation to the augmented systems approach is the augmented system factorization which promises improved computational performance by reducing computational cost as a result of factorizations. This is done using a 1 x 1 pivot scheme that provides stability.

Similar abstracts:

• Abstracts: Probabilistic combinatorial optimization problems on graphs: a new domain in operational research. A generalization of Konig-Egervary graphs and heuristics for the maximum independent set problem with improved approximation ratios
• Abstracts: An adaptation of SH heuristic to the location set covering problem. The relationship between preventive maintenance and manufacturing system performance
• Abstracts: Two wobbly titans. The gate to the home: even Internet surfers have to loop the local loop. Down with distance
• Abstracts: Shippers face sanctions. Bank of Japan holds the line, risking criticism. Shudders over Korean woes
• Abstracts: Trio adds passion to property. Entertainment has appeal; retailer tries flash to put fun into shopping

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.