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Optimization in dynamic environments

Boria, Nicolas; Paschos, Vangelis (2011), Optimization in dynamic environments. https://basepub.dauphine.fr/handle/123456789/7841

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cahier_314.pdf (554.8Kb)
Type
Document de travail / Working paper
Date
2011
Publisher
Université Paris-Dauphine
Series title
Cahier du LAMSADE
Series number
314
Published in
Paris
Pages
48
Metadata
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Author(s)
Boria, Nicolas cc
Paschos, Vangelis
Abstract (EN)
This survey presents major results and issues related to the study of NPO problems in dynamic environments, that is, in settings where instances are allowed to undergo some modifications over time. In particular, the survey focuses on two complementary frameworks. The first one is the reoptimization framework , where an instance I that is already solved undergoes some local perturbation. The goal is then to make use of the information provided by the initial solution to compute a new solution. The second framework is probabilistic optimization, where the instance to optimize is not fully known at the time when a solution is to be proposed, but results from a determined Bernoulli process. Then, the goal is to compute a solution with optimal expected value.
Subjects / Keywords
NPO problems

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