首页    期刊浏览 2025年02月20日 星期四
登录注册

文章基本信息

  • 标题:Dynamic Slope Scaling Procedure to solve Stochastic Integer Programming Problem
  • 本地全文:下载
  • 作者:Takayuki Shiina ; Chunhui Xu
  • 期刊名称:Journal of Computations & Modelling
  • 印刷版ISSN:1792-7625
  • 电子版ISSN:1792-8850
  • 出版年度:2012
  • 卷号:2
  • 期号:4
  • 出版社:Scienpress Ltd
  • 摘要:

    Stochastic programming deals with optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. We consider the stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure to solve the problem is developed by using the property of the expected recourse function. The numerical experiments show that the proposed algorithm is quite efficient. The stochastic programming model defined in this paper is quite useful for a variety of design and operational problems.

国家哲学社会科学文献中心版权所有