Stochastic programming with binary second stage variables

研究成果: Article

抄録

We consider a class of stochastic programming with binary recourse variables in which a fixed cost is imposed if the value of the continuous recourse variable is strictly positive. The algorithm of a branch-and-cut method to solve the problem is developed by using the property of the expected recourse function. The problem is applied to a power generating system. The numerical experiments show that the proposed algorithm is quite efficient. The mathematical programming model defined in this paper is quite useful for a variety of design and operational problems.

元の言語English
ページ(範囲)1407-1416
ページ数10
ジャーナルUnknown Journal
1
発行部数1
DOI
出版物ステータスPublished - 2010
外部発表Yes

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Stochastic programming
programming
operational problems
mathematical programming
Mathematical programming
costs
Costs
Experiments

ASJC Scopus subject areas

  • Computer Science(all)

これを引用

Stochastic programming with binary second stage variables. / Shiina, Takayuki.

:: Unknown Journal, 巻 1, 番号 1, 2010, p. 1407-1416.

研究成果: Article

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