To an Old Friend

I’d like to order you a song. Let me whisper to you in this way many things that cannot be said… Life will hand you lemons, often when you least expect it. Life is not fair. However, we should also believe that although good things are often hard-won, they are on the way! I am going to share with you a short poem, which is named New York is 3 hours ahead of California,...

August 14, 2022 · 2 min · co2generator

PR02-An Exact Algorithm for the Elmentary Shortest Path Problem with Resource Constraints

This week, I read the paper Lozano et al.(2016). The following are the reading notes. 1 Background The Elementary Shortest Path Problem with Resource Constraints (ESPPRC) is NP-hard in the strong sense and often arises as the backbone of the branch-and-price procedure. Ac- celerating the solution of the ESPPRC is a critical aspect for improving the performance of column-generation based algorithms. The ESPPRC has been widely studied, Desrochers et al. (1992) solved a relaxed version that allows cycles with a dynamic pro- gramming....

May 27, 2022 · 4 min · co2generator

PR01-Distributionally Robust Optimization Under Moment Uncertainty

This week, I read the paper Delage et al. (2010). The following are the reading notes. 1 Background $$ \mathop{\text{minimize}}\limits_{\pmb{x} \in \mathscr{X}} \ h(\pmb{x}, \pmb{\xi}) \tag{1} $$ in which, $\mathscr{X}$ is a convex set of feasible solutions and $h(\pmb{x}, \pmb{\xi})$ is a convex cost function in $\pmb{x}$ that depends on some vector of parameters $\pmb{\xi}$. In practice, it is often the case that at the time of optimization, the parameters have not yet been fully resolved....

May 20, 2022 · 8 min · co2generator