| dbo:abstract |
The scenario approach or scenario optimization approach is a technique for obtaining solutions to robust optimization and problems based on a sample of the constraints. It also relates to inductive reasoning in modeling and decision-making. The technique has existed for decades as a heuristic approach and has more recently been given a systematic theoretical foundation. In optimization, robustness features translate into constraints that are parameterized by the uncertain elements of the problem. In the scenario method, a solution is obtained by only looking at a random sample of constraints (heuristic approach) called scenarios and a deeply-grounded theory tells the user how “robust” the corresponding solution is related to other constraints. This theory justifies the use of randomization in robust and chance-constrained optimization. (en) 情境最佳化（scenario optimization）也稱為情境方法（scenario approach），是一種求解問題和（chance-constrained optimization）問題的方式，其方法會以一些約束的樣本為基礎。情境最佳化也和建模及決策中的归纳推理有關。此方法已以启发法的形式存在了數十年，近來開始探討此方法系統化理論的基礎。 (zh) |
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情境最佳化（scenario optimization）也稱為情境方法（scenario approach），是一種求解問題和（chance-constrained optimization）問題的方式，其方法會以一些約束的樣本為基礎。情境最佳化也和建模及決策中的归纳推理有關。此方法已以启发法的形式存在了數十年，近來開始探討此方法系統化理論的基礎。 (zh) The scenario approach or scenario optimization approach is a technique for obtaining solutions to robust optimization and problems based on a sample of the constraints. It also relates to inductive reasoning in modeling and decision-making. The technique has existed for decades as a heuristic approach and has more recently been given a systematic theoretical foundation. (en) |
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Scenario optimization (en) 情境最佳化 (zh) |
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