Slide 21
Slide 21 text
2022/02/24ɹϑΥϨετϫʔΫγϣοϓɹK.Kanamori (HU)
ఏҊ: MILOͱͯ͠ͷఆࣜԽ
21
มߋํ๏ͱมߋॱংͷಉ࣌࠷దԽΛMILOͱͯ͠ఆࣜԽ
OrdCE: MILO Formulation
minimize ∑
D
d=1
∑
Id
i=1
cd,i
πd,i
+ γ ⋅ ∑
K
k=1
ζk
σk,d
= 1 − π(k)
d,1
, ∀k ∈ [K ], d ∈ [D]
∑
D
d=1
σk,d
≤ 1,∀k ∈ [K ] มߋॱং
∑
K
k=1
σk,d
≤ 1,∀d ∈ [D]
∑
D
d=1
σk,d
≥ ∑
D
d=1
σk+1,d
, ∀k ∈ [K − 1]
π(k)
d,i
∈ {0,1}, ∀k ∈ [K ], d ∈ [D], i ∈ [Id
]
δk,d
, ζk
∈ ℝ, ∀k ∈ [K ], d ∈ [D]
σk,d
∈ {0,1}, ∀k ∈ [K ], d ∈ [D]
subject to ∑
Id
i=1
πd,i
= 1,∀d ∈ [D]
πd,i
= ∑
K
k=1
π(k)
d,i
, ∀d ∈ [D], i ∈ [Id
]
ξd
= xd
+ ∑
Id
i=1
ad,i
πd,i
, ∀d ∈ [D]
∑
D
d=1
wd
ξd
≥ 0
δk,d
≥ ∑
Id
i=1
ad,i
π(k)
d,i
− εk,d
− Uk,d
(1 − σk,d
), ∀k ∈ [K ], d ∈ [D]
ॱংίετؔ
δk,d
≤ ∑
Id
i=1
ad,i
π(k)
d,i
− εk,d
− Lk,d
(1 − σk,d
), ∀k ∈ [K ], d ∈ [D]
Lk,d
σk,d
≤ δk,d
≤ Uk,d
σk,d
, ∀k ∈ [K ], d ∈ [D]
εk,d
= ∑
k−1
l=1
∑
D
d′ =1
Md′ ,d
δl,d′
, ∀k ∈ [K ], d ∈ [D]
−ζk
≤ ∑
D
d=1
δk,d
≤ ζk
, ∀k ∈ [K ]
มΛ༻੍͍ͨࣜͰ
ॱྻ ͱॱংίετؔ Λ
දݱՄೳ
σ Cord