Scenario reduction revisited: fundamental limits and guarantees

The goal of scenario reduction is to approximate a given discrete distribution with another discrete distribution that has fewer atoms. We distinguish continuous scenario reduction, where the new atoms may be chosen freely, and discrete scenario reduction, where the new atoms must be chosen from amo...

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Vydáno v:	Mathematical programming Ročník 191; číslo 1; s. 207 - 242
Hlavní autoři:	Rujeerapaiboon, Napat, Schindler, Kilian, Kuhn, Daniel, Wiesemann, Wolfram
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.01.2022 Springer Springer Nature B.V
Témata:	Algorithms Approximation Calculus of Variations and Optimal Control; Optimization Combinatorics Cost control Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Optimization Polynomials Probability Probability distribution Reduction Theoretical Time constant Wasserstein distance means clustering Scenario reduction median clustering Constant-factor approximation algorithm
ISSN:	0025-5610, 1436-4646
On-line přístup:	Získat plný text
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