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Title: Exploring the Effect of Clustering Algorithms on Sample Average Approximation
Stochastic Programming (SP) is used in disaster management, supply chain design, and other complex problems. Many of the real-world problems that SP is applied to produce large-size models. It is important but challenging that they are optimized quickly and efficiently. Existing optimization algorithms are limited in capability of solving these larger problems. Sample Average Approximation (SAA) method is a common approach for solving large scale SP problems by using the Monte Carlo simulation. This paper focuses on applying clustering algorithms to the data before the random sample is selected for the SAA algorithm. Once clustered, a sample is randomly selected from each of the clusters instead of from the entire dataset. This project looks to analyze five clustering techniques compared to each other and compared to the original SAA algorithm in order to see if clustering improves both the speed and the optimal solution of the SAA method for solving stochastic optimization problems.  more » « less
Award ID(s):
1948159
PAR ID:
10230742
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
2021 Institute of Industrial and Systems Engineers (IISE) Annual Conference & Expo
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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