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A decomposition approach for correlated random vector generation

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authorProfile.id.code200714242
dc.contributor.advisorMedaglia González, Andrés
dc.contributor.authorGuaje Acosta, Oscar Orlando
dc.contributor.id79470028
dc.contributor.juryMura, Ivan
dc.contributor.jurySefair Cristancho, Jorge Alberto
dc.date.accessioned2022-09-26T22:07:46Z
dc.date.available2022-09-26T22:07:46Z
dc.date.issued2016spa
dc.description.abstract"When doing simulation studies, it is necessary to consider correlation in input variables in order to obtain correct results. Generating correlated random nurnbers is not always an easy task, as the accuracy and computational stability of some methods depend of the probabilit, y distribution of input variables. We present a method based on mixed-integer programrning to generate correlated random numbers. Since this method does not perform acceptably, we show a column generation procedure used to accelerate the MIP. We implemented our method and found significant computational improvements over the base MIP while improving the accuracy of the solution over known methods.".-- Tomado del resumen.
dc.description.degreelevelMaestríaspa
dc.description.degreenameMagíster en Ingeniería Industrialspa
dc.format.extent23 hojasspa
dc.format.mimetypeapplication/pdfspa
dc.identifier.instnameinstname:Universidad de los Andesspa
dc.identifier.local754062-1001spa
dc.identifier.reponamereponame:Repositorio Institucional Sénecaspa
dc.identifier.repourlrepourl:https://repositorio.uniandes.edu.co/spa
dc.identifier.urihttps://hdl.handle.net/1992/61040
dc.language.isospaspa
dc.publisherUniversidad de los Andesspa
dc.publisher.departmentDepartamento de Ingeniería Industrialspa
dc.publisher.facultyFacultad de Ingenieríaspa
dc.publisher.programMaestría en Ingeniería Industrialspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.coarhttp://purl.org/coar/access_right/c_abf2spa
dc.rights.licenseAl consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.spa
dc.rights.urihttps://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdf*
dc.subject.keywordCorrelación (Estadística)spa
dc.subject.keywordMétodos de simulaciónspa
dc.subject.keywordOptimización matemáticaspa
dc.titleA decomposition approach for correlated random vector generationspa
dc.typeTrabajo de grado - Maestríaspa
dc.type.coarhttp://purl.org/coar/resource_type/c_bdccspa
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aaspa
dc.type.contentTextspa
dc.type.driverinfo:eu-repo/semantics/masterThesisspa
dc.type.redcolhttp://purl.org/redcol/resource_type/TMspa
dc.type.versioninfo:eu-repo/semantics/acceptedVersionspa
dspace.entity.typePublication
person.identifier.cvlachttps://scienti.minciencias.gov.co/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0000220981
person.identifier.gsidhttps://scholar.google.es/citations?user=L29kExQAAAAJ
person.identifier.orcid0000-0003-1529-0322
relation.isDirectorOfPublicationa6afe9d4-d385-4df6-9085-db7ad5b1cdb9
relation.isDirectorOfPublication.latestForDiscoverya6afe9d4-d385-4df6-9085-db7ad5b1cdb9
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