Stochastic programming with binary second stage variables

研究成果: Article

抜粋

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Procedia Computer Science
1
発行部数1
DOI
出版物ステータスPublished - 2010 1 1
外部発表Yes

ASJC Scopus subject areas

  • Computer Science(all)

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