Invention Grant
- Patent Title: Gap reduction techniques for stochastic optimization using one-step anticipatory algorithm
- Patent Title (中): 使用一步预测算法进行随机优化的间隙减少技术
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Application No.: US12736002Application Date: 2009-03-05
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Publication No.: US08527444B2Publication Date: 2013-09-03
- Inventor: Pascal Van Hentenryck , Gregoire Dooms
- Applicant: Pascal Van Hentenryck , Gregoire Dooms
- Applicant Address: US RI Providence
- Assignee: Brown University
- Current Assignee: Brown University
- Current Assignee Address: US RI Providence
- Agency: Merchant & Gould PC
- International Application: PCT/US2009/001450 WO 20090305
- International Announcement: WO2009/111063 WO 20090911
- Main IPC: G06N5/02
- IPC: G06N5/02

Abstract:
In one exemplary embodiment of the invention, a method includes: receiving, by an input, input data descriptive of a stochastic scheduling optimization problem; generating, by a processor, at least one solution to the stochastic scheduling optimization problem using a one-step anticipatory algorithm, where the one-step anticipatory algorithm is configured to reduce an anticipatory gap of the stochastic scheduling optimization problem, where the anticipatory gap is a measure of stochasticity of the stochastic scheduling optimization problem, where the one-step anticipatory algorithm operates by determining a set of possible decisions for the stochastic scheduling optimization problem, generating a plurality of scenarios and solving the plurality of scenarios to obtain the at least one solution; and outputting, by an output, the generated at least one solution.
Public/Granted literature
- US20110099138A1 GAP REDUCTION TECHNIQUES FOR STOCHASTIC ALGORITHMS Public/Granted day:2011-04-28
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