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情境最佳化(scenario optimization)也稱為情境方法(scenario approach),是一種求解問題和(chance-constrained optimization)問題的方式,其方法會以一些約束的樣本為基礎。情境最佳化也和建模及決策中的归纳推理有關。此方法已以启发法的形式存在了數十年,近來開始探討此方法系統化理論的基礎。
, The scenario approach or scenario optimiza … The scenario approach or scenario optimization approach is a technique for obtaining solutions to robust optimization and problems based on a sample of the constraints. It also relates to inductive reasoning in modeling and decision-making. The technique has existed for decades as a heuristic approach and has more recently been given a systematic theoretical foundation. In optimization, robustness features translate into constraints that are parameterized by the uncertain elements of the problem. In the scenario method, a solution is obtained by only looking at a random sample of constraints (heuristic approach) called scenarios and a deeply-grounded theory tells the user how “robust” the corresponding solution is related to other constraints. This theory justifies the use of randomization in robust and chance-constrained optimization.obust and chance-constrained optimization.
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情境最佳化(scenario optimization)也稱為情境方法(scenario approach),是一種求解問題和(chance-constrained optimization)問題的方式,其方法會以一些約束的樣本為基礎。情境最佳化也和建模及決策中的归纳推理有關。此方法已以启发法的形式存在了數十年,近來開始探討此方法系統化理論的基礎。
, The scenario approach or scenario optimiza … The scenario approach or scenario optimization approach is a technique for obtaining solutions to robust optimization and problems based on a sample of the constraints. It also relates to inductive reasoning in modeling and decision-making. The technique has existed for decades as a heuristic approach and has more recently been given a systematic theoretical foundation.given a systematic theoretical foundation.
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rdfs:label |
Scenario optimization
, 情境最佳化
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