### 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 |

巻 | 1 |

発行部数 | 1 |

DOI | |

出版物ステータス | Published - 2010 |

外部発表 | Yes |

### Fingerprint

### ASJC Scopus subject areas

- Computer Science(all)

### これを引用

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

研究成果: Article

*Unknown Journal*, 巻. 1, 番号 1, pp. 1407-1416. https://doi.org/10.1016/j.procs.2010.04.156

}

TY - JOUR

T1 - Stochastic programming with binary second stage variables

AU - Shiina, Takayuki

PY - 2010

Y1 - 2010

N2 - 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.

AB - 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.

KW - Branch-and-cut

KW - Integer programming

KW - Stochastic programming with recourse

UR - http://www.scopus.com/inward/record.url?scp=78650292109&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=78650292109&partnerID=8YFLogxK

U2 - 10.1016/j.procs.2010.04.156

DO - 10.1016/j.procs.2010.04.156

M3 - Article

AN - SCOPUS:78650292109

VL - 1

SP - 1407

EP - 1416

JO - Nuclear Physics A

JF - Nuclear Physics A

SN - 0375-9474

IS - 1

ER -