Modified L-shaped Decomposition Method with Scenario Aggregation for a Two-Stage Stochastic Programming Problem
نویسندگان
چکیده
منابع مشابه
L-shaped Decomposition Method for Multi-stage Stochastic Concentrator Location Problem
A stochastic version of a concentrator location problem is dealt with in which traffic demand at each terminal location is uncertain. The concentrator location problem is defined as to determine the following: (i) the numbers and locations of concentators that are to be open, and (ii) the allocation of terminals to concentrator sites. The problem is formulated as a stochastic multi-stage intege...
متن کاملReconfiguration of Supply Chain: A Two Stage Stochastic Programming
In this paper, we propose an extended relocation model for warehouses configuration in a supply chain network, in which uncertainty is associated to operational costs, production capacity and demands whereas, existing researches in this area are often restricted to deterministic environments. In real cases, we usually deal with stochastic parameters and this point justifies why the relocation m...
متن کاملL-shaped decomposition of two-stage stochastic programs with integer recourse
We consider two-stage stochastic programming problems with integer recourse. The L-shaped method of stochastic linear programming is generalized to these problems by using generalized Benders decomposition. Nonlinear feasibility and optimality cuts are determined via general duality theory and can be generated when the second stage problem is solved by standard techniques. Finite convergence of...
متن کاملSolving two-stage stochastic programming problems with level decomposition
We propose a new variant of the two-stage recourse model. It can be used e.g., in managing resources in whose supply random interruptions may occur. Oil and natural gas are examples for such resources. Constraints in the resulting stochastic programming problems can be regarded as generalizations of integrated chance constraints. For the solution of such problems, we propose a new decomposition...
متن کاملTwo-stage fuzzy-stochastic programming for parallel machine scheduling problem with machine deterioration and operator learning effect
This paper deals with the determination of machine numbers and production schedules in manufacturing environments. In this line, a two-stage fuzzy stochastic programming model is discussed with fuzzy processing times where both deterioration and learning effects are evaluated simultaneously. The first stage focuses on the type and number of machines in order to minimize the total costs associat...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Information Technology And Control
سال: 2018
ISSN: 2335-884X,1392-124X
DOI: 10.5755/j01.itc.47.4.20103