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原文传递 Large-Scale Linear Programs in Planning and Prediction, Executive Summary

题名：	Large-Scale Linear Programs in Planning and Prediction, Executive Summary
作者：	Caramanis, C.
关键词：	Linear programs##Traffic-related optimization problems##Chance restraints##Robust optimization##Problem solving##
摘要：	Large-scale linear programs are at the core of many traffic-related optimization problems in both planning and prediction. Moreover, many of these involve significant uncertainty, and hence are modeled using either chance constraints, or robust optimization. Chance constraints and robust optimization are by now classical approaches for dealing with uncertainty. The ultimate goal in each of these areas, is to find an explicit convex reformulation that provides some approximation to the original (uncertain) optimization problem. The work in these areas has helped us obtain a nearly comprehensive understanding of when convex reformulations (and approximations) are possible, and what the quality of the approximation is. Yet little has been said about truly tractable solutions—solutions where running time for the uncertain problem is comparable (perhaps even less than) the time to solve the problem without any uncertainty. As networks grow in size, and our ability to capture more data rapidly increases, it is of paramount importance to rethink our theory of robust and uncertain optimization for transportation applications, to one that is computationally oriented.
总页数：	5
报告类型：	科技报告