کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1705756 | 1012439 | 2012 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Stochastic second-order cone programming: Applications models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
Second-order cone programs are a class of convex optimization problems. We refer to them as deterministic second-order cone programs (DSCOPs) since data defining them are deterministic. In DSOCPs we minimize a linear objective function over the intersection of an affine set and a product of second-order (Lorentz) cones. Stochastic programs have been studied since 1950s as a tool for handling uncertainty in data defining classes of optimization problems such as linear and quadratic programs. Stochastic second-order cone programs (SSOCPs) with recourse is a class of optimization problems that defined to handle uncertainty in data defining DSOCPs. In this paper we describe four application models leading to SSOCPs.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematical Modelling - Volume 36, Issue 10, October 2012, Pages 5122–5134
Journal: Applied Mathematical Modelling - Volume 36, Issue 10, October 2012, Pages 5122–5134
نویسندگان
Baha M. Alzalg,