Gap reduction techniques for stochastic optimization using one-step anticipatory algorithm

摘要

In one exemplary embodiment of the invention, a method includes: receiving, by an input, input data descriptive of a stochastic scheduling optimization problem; generating, by a processor, at least one solution to the stochastic scheduling optimization problem using a one-step anticipatory algorithm, where the one-step anticipatory algorithm is configured to reduce an anticipatory gap of the stochastic scheduling optimization problem, where the anticipatory gap is a measure of stochasticity of the stochastic scheduling optimization problem, where the one-step anticipatory algorithm operates by determining a set of possible decisions for the stochastic scheduling optimization problem, generating a plurality of scenarios and solving the plurality of scenarios to obtain the at least one solution; and outputting, by an output, the generated at least one solution.