1
Return

Deep generative scenario search for stochastic optimization

delete2026-06-25
delete0
delete
OA
AI
D
David Pisinger *
A
Atefeh Hemmati Golsefidi
DOI:10.1016/j.ejor.2026.06.029delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
• A combined scenario generation and solution framework for two-stage SOPs is presented. • The algorithm functions as a novel local search heuristic in the scenario space. • DGSS is an instance-wise method generating small sets of synthetic scenarios that condense critical properties. • The framework adopts a black-box perspective making the approach agnostic to specific properties. • Benchmarked against 25 baseline methods from the literature DGSS provides best solution quality.
Keywords:
Combinatorial optimization
Stochastic optimization
Deep generative models
Scenario search

Journal

European Journal of Operational Research cover
European Journal of Operational Research
IF:
6
Papers:
2.2W
Citations:
6.4W

Organization

No organization information available
Cited Papers

Cited Papers

Citing Papers

Citing Papers