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| 政策シナリオ整数計画法× | ロバスト整数計画× | |
|---|---|---|
| 分野 | シミュレーション | シミュレーション |
| 系統 | Process / pipeline | Process / pipeline |
| 提唱年≠ | 1950s–1960s (scenario extension: 1990s onwards) | 2003 |
| 提唱者≠ | Operations research community (Dantzig, Gomory, and others) | Bertsimas, D. and Sim, M. |
| 種類≠ | Discrete combinatorial optimization under scenario uncertainty | Deterministic robust optimization with integer variables |
| 原典≠ | Birge, J. R., & Louveaux, F. (2011). Introduction to Stochastic Programming (2nd ed.). Springer. ISBN: 9781461402367 | Bertsimas, D., Sim, M. (2003). Robust discrete optimization and network flows. Mathematical Programming, 98(1-3), 49-71. DOI ↗ |
| 別名 | PSIP, scenario-based integer programming, policy-driven IP, scenario integer optimization | RIP, Robust IP, Robust Combinatorial Optimization, Integer Robust Optimization |
| 関連≠ | 2 | 6 |
| 概要≠ | Policy Scenario Integer Programming (PSIP) solves an integer programming model — where some or all decision variables must take whole-number values — separately under each of several distinct policy scenarios, then compares objective values, feasibility, and solution structures to identify which policy environment leads to the best discrete allocation or assignment outcome. | Robust Integer Programming (RIP) finds integer or binary solutions that remain feasible and near-optimal across all scenarios in a prescribed uncertainty set. Rather than assuming exact knowledge of data, RIP hedges against the worst-case realization of uncertain costs or constraint coefficients, delivering decisions that are guaranteed to perform well even when inputs deviate from their nominal values. |
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