使用图形建模和多参数编程进行曲器分解
Parth Brahmbhatt1, David L Cole1, Victor M Zavala1,2
1Department of Chemical and Biological Engineering, University of Wisconsin-Madison, Madison, Wisconsin 53706, United States.
概括
我们引入了一个新的框架来加速Benders分解,使用图形建模和多参数编程 (mp) 替代品. 这种方法显著加快了小问题解决的速度,同时保持了优化问题的解决准确性.
科学领域:
- 运营研究 运营研究
- 计算优化计算优化
背景情况:
- 对于大型优化问题,Benders分解是有效的,但由于重复解决子问题而受到阻碍.
- 现有的方法在可扩展性和可解释性方面扎.
研究的目的:
- 开发一个灵活的模块化框架,以加速Benders分解.
- 提高解决结构化优化问题的效率和可解释性.
主要方法:
- 采用图形理论抽象来建模问题结构,将子问题表示为节点,连接表示为边缘.
- 综合多参数编程 (mp) 替代子问题,用快速查找替换代解决方案.
- 经典的班德斯切割与mp-derived切割之间证明了同等性.
- 在开源PlasmoBenders.jl包中实现了框架.
主要成果:
- 在使用mp替代器的子问题解决时间方面取得了实质性的加速.
- 保持了Benders分解的收保证.
- 通过mp关键区域跟踪实现了增强的解决方案分析和解释性.
- 成功应用于一个两个阶段的随机编程问题,用于能力扩展决策.
结论:
- 将代理建模与图形建模相结合,为结构利用分解提供了一个可扩展的基础.
- 提出的方法克服了与多参数编程相关的可扩展性问题.
- MP替代品提供了一个统一的框架,以代表具有同质结构的异质子问题.
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