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Record W2299216252

A Fast and Accurate Algorithm for Stochastic Integer Programming, Applied to Stochastic Shift Scheduling

2012· article· en· W2299216252 on OpenAlexaff
François Soumis, Rémi Pacqueau, Lê Nguyên Hoang

Bibliographic record

VenueLes Cahiers du GERAD · 2012
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsPolytechnique Montréal
Fundersnot available
KeywordsMathematical optimizationStochastic programmingComputer scienceScheduling (production processes)HeuristicInteger programmingDynamic programmingColumn generationAlgorithmMathematics
DOInot available

Abstract

fetched live from OpenAlex

Stochastic programming can yield significant savings over deterministic approaches. For example, the stochastic approach for the shift scheduling problem solved in [6] yields more than 15% savings on some instances. However, stochastic approaches always lead to very large problems (around 10 million IP variables in [6]), since a recourse must be computed for every scenario. There is no fast and exact method for solving such problems. In this article, the algorithm presented in [6] is improved in two ways: a Benders cuts dynamic management algorithm for the master problem and a multithreaded implementation to solve the subproblems. Those two improvements yield a heuristic able to solve a 10 million variables IP problem in less than 5 minutes, with a very good accuracy, and enables the resolution of larger instances. This algorithm uses general ideas that can easily be adapted to every problem that, in order to be solved, is split into a master problem and several subproblems: L-shaped method, column generation. . . Les Cahiers du GERAD G–2012–29 1

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)0.001
metaresearch head score (Gemma)0.004
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 score0.008
Threshold uncertainty score0.028

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.004
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0080.004

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 head0.037
GPT teacher head0.324
Teacher spread0.287 · 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

Citations4
Published2012
Admission routes1
Has abstractyes

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