mli171 / Stochastic-Optimization

Project for Stochastic Programming
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Can you help me please? #1

Open tle4336 opened 6 years ago

tle4336 commented 6 years ago

Hi limohaha,

Thank you so much for sharing your awesome resources in SO. May I know if you also implemented the L-shaped method for solving integer SP problem? If you did, can you please share the problem and the code with me for reference? I would really appreciate it.

Look forward to hearing from you soon.

mli171 commented 6 years ago

Hi, I did not know how to do the stochastic integer programming in L-shaped method and Level-decomposition. I just stop there and did not do further studying.

Sorry.

😊 Sent from Mail for Windows 10

From: tle4336 Sent: Sunday, April 22, 2018 3:30 PM To: limohaha/Stochastic-Optimization Cc: Subscribed Subject: [limohaha/Stochastic-Optimization] Can you help me please? (#1)

Hi limohaha, Thank you so much for sharing your awesome resources in SO. May I know if you also implemented the L-shaped method for solving integer SP problem? If you did, can you please share the problem and the code with me for reference? I would really appreciate it. Look forward to hearing from you soon. — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub, or mute the thread.

tle4336 commented 6 years ago

@limohaha : Thank you very much for your prompt reply. No worries:)

I have another question: how would you modify the index for xi1, xi2, xi3 and xi4 in your multi-cut.ipynb file if xi = (xi1, xi2, xi3, xi4) = (1,0,0,1), (1,0,1,1) and (1.5, 0, 0.5,0) with p=1/3 for each case?

mli171 commented 6 years ago

If I were you. I will randomly generate a uniformly distributed number (a) between 0 and 1, if a < 0.33333, (1,0,0,1) will be used; if 0.33333 < a < 0.66666 & , (1,0,1,1) will be used; if a > 0.66666, (1.5,0,0.5,0) will be used; Therefore, the three cases has their own probability equal to 1/3;

😊

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From: tle4336 Sent: Sunday, April 22, 2018 4:03 PM To: limohaha/Stochastic-Optimization Cc: hoha_rejection; Mention Subject: Re: [limohaha/Stochastic-Optimization] Can you help me please? (#1)

@limohaha : Thank you very much for your prompt reply. No worries:) I have another question: how would you modify the index for xi1, xi2, xi3 and xi4 in your multi-cut.ipynb file if xi = (xi1, xi2, xi3, xi4) = (1,0,0,1), (1,0,1,1) and (1.5, 0, 0.5,0) with p=1/3 for each case? — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub, or mute the thread.

tle4336 commented 6 years ago

Okie, so basically, each xi1, xi2, xi3, xi4 would be just xi[1], xi[2], xi[3], xi[4] depending on where a falls in. Thanks a ton for your help!! Great work man!

tle4336 commented 6 years ago

Dear Limohaha,

I tried my best but I continuously failed to make the integer L-shaped method work. Do you have some free time to help me with it Sir? These algos are both tedious + too complicated for a newbie programmer like me:(

On Sun, Apr 22, 2018 at 4:11 PM, hoha_rejection notifications@github.com wrote:

If I were you. I will randomly generate a uniformly distributed number (a) between 0 and 1, if a < 0.33333, (1,0,0,1) will be used; if 0.33333 < a < 0.66666 & , (1,0,1,1) will be used; if a > 0.66666, (1.5,0,0.5,0) will be used; Therefore, the three cases has their own probability equal to 1/3;

😊

Sent from Mail for Windows 10

From: tle4336 Sent: Sunday, April 22, 2018 4:03 PM To: limohaha/Stochastic-Optimization Cc: hoha_rejection; Mention Subject: Re: [limohaha/Stochastic-Optimization] Can you help me please? (#1)

@limohaha : Thank you very much for your prompt reply. No worries:) I have another question: how would you modify the index for xi1, xi2, xi3 and xi4 in your multi-cut.ipynb file if xi = (xi1, xi2, xi3, xi4) = (1,0,0,1), (1,0,1,1) and (1.5, 0, 0.5,0) with p=1/3 for each case? — You are receiving this because you were mentioned.

Reply to this email directly, view it on GitHub, or mute the thread.

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/limohaha/Stochastic-Optimization/issues/1#issuecomment-383408861, or mute the thread https://github.com/notifications/unsubscribe-auth/AcY238Yl_vU3m2iM99VAGzHoRfAj_pFiks5trOPlgaJpZM4Te_lc .