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Record W2067796483 · doi:10.1137/130915315

Distributionally Robust Stochastic Knapsack Problem

2014· article· en· W2067796483 on OpenAlexaff
Jianqiang Cheng, Erick Delage, Abdel Lisser

Bibliographic record

VenueSIAM Journal on Optimization · 2014
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsHEC Montréal
Fundersnot available
KeywordsKnapsack problemMathematical optimizationContinuous knapsack problemMathematicsChange-making problemRelaxation (psychology)Stochastic programmingRobust optimizationConstraint (computer-aided design)Semidefinite programmingIndependence (probability theory)Random variableUpper and lower bounds

Abstract

fetched live from OpenAlex

This paper considers a distributionally robust version of a quadratic knapsack problem. In this model, a subsets of items is selected to maximizes the total profit while requiring that a set of knapsack constraints be satisfied with high probability. In contrast to the stochastic programming version of this problem, we assume that only part of the information on random data is known, i.e., the first and second moment of the random variables, their joint support, and possibly an independence assumption. As for the binary constraints, special interest is given to the corresponding semidefinite programming (SDP) relaxation. While in the case that the model only has a single knapsack constraint we present an SDP reformulation for this relaxation, the case of multiple knapsack constraints is more challenging. Instead, two tractable methods are presented for providing upper and lower bounds (with its associated conservative solution) on the SDP relaxation. An extensive computational study is given to illustrate the tightness of these bounds and the value of the proposed distributionally robust approach.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.028

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.012
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0010.002
Science and technology studies0.0010.002
Scholarly communication0.0030.003
Open science0.0030.003
Research integrity0.0030.003
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.046
GPT teacher head0.318
Teacher spread0.272 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations80
Published2014
Admission routes1
Has abstractyes

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