TY - GEN
T1 - Value interchangeability in scenario generation
AU - Prestwich, Steven D.
AU - Laumanns, Marco
AU - Kawas, Ban
PY - 2013
Y1 - 2013
N2 - Several types of symmetry have been identified and exploited in Constraint Programming, leading to large reductions in search time. We present a novel application of one such form of symmetry: detecting dynamic value interchangeability in the random variables of a 2-stage stochastic problem. We use a real-world problem from the literature: finding an optimal investment plan to strengthen a transportation network, given that a future earthquake probabilistically destroys links in the network. Detecting interchangeabilities enables us to bundle together many equivalent scenarios, drastically reducing the size of the problem and allowing the exact solution of cases previously considered intractable and solved only approximately.
AB - Several types of symmetry have been identified and exploited in Constraint Programming, leading to large reductions in search time. We present a novel application of one such form of symmetry: detecting dynamic value interchangeability in the random variables of a 2-stage stochastic problem. We use a real-world problem from the literature: finding an optimal investment plan to strengthen a transportation network, given that a future earthquake probabilistically destroys links in the network. Detecting interchangeabilities enables us to bundle together many equivalent scenarios, drastically reducing the size of the problem and allowing the exact solution of cases previously considered intractable and solved only approximately.
UR - https://www.scopus.com/pages/publications/84885801201
U2 - 10.1007/978-3-642-40627-0_44
DO - 10.1007/978-3-642-40627-0_44
M3 - Conference proceeding
AN - SCOPUS:84885801201
SN - 9783642406263
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 587
EP - 595
BT - Principles and Practice of Constraint Programming - 19th International Conference, CP 2013, Proceedings
T2 - 19th International Conference on Principles and Practice of Constraint Programming, CP 2013
Y2 - 16 September 2013 through 20 September 2013
ER -