کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
482882 | 1446222 | 2006 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A heuristic procedure for stochastic integer programs with complete recourse
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A heuristic procedure for stochastic integer programs with complete recourse A heuristic procedure for stochastic integer programs with complete recourse](/preview/png/482882.png)
چکیده انگلیسی
In this paper, we propose a successive approximation heuristic which solves large stochastic mixed-integer programming problem with complete fixed recourse. We refer to this method as the Scenario Updating Method, since it solves the problem by considering only a subset of scenarios which is updated at each iteration. Only those scenarios which imply a significant change in the objective function are added. The algorithm is terminated when no such scenarios are available to enter in the current scenario subtree. Several rules to select scenarios are discussed. Bounds on heuristic solutions are computed by relaxing some of the non-anticipativity constraints. The proposed procedure is tested on a multistage stochastic batch-sizing problem.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 171, Issue 3, 16 June 2006, Pages 879–890
Journal: European Journal of Operational Research - Volume 171, Issue 3, 16 June 2006, Pages 879–890
نویسندگان
Guglielmo Lulli, Suvrajeet Sen,