Stochastic programming with binary second stage variables

Takayuki Shiina*

*この研究の対応する著者

研究成果: Article査読

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.

本文言語English
ページ(範囲)1407-1416
ページ数10
ジャーナルProcedia Computer Science
1
1
DOI
出版ステータスPublished - 2010
外部発表はい

ASJC Scopus subject areas

  • コンピュータ サイエンス(全般)

フィンガープリント

「Stochastic programming with binary second stage variables」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル