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来源类型 | Book Section |
DOI | 10.1007/BFb0121081 |
Forest iteration method for stochastic transportation problem. | |
Qi L; Cottle, R.W. | |
发表日期 | 2009 |
出处 | Mathematical Programming Essays in Honor of George B. Dantzig Part II. Eds. Cottle, R.W. , pp. 142-163 Berlin/Heidelberg, Germany: Springer. DOI: 10.1007/BFb0121081 . |
出版年 | 2009 |
语种 | 英语 |
摘要 | The transportation problem with stochastic demands is a special version of the stochastic linear programming problem with simple recourse. It has many economic applications. In this paper we present a new algorithm to solve this problem. Instead of discretizing the distribution functions of the stochastic demands, we explore the problem’s network aspects and propose a forest iteration method to solve it. This method iterates from one base forest triple to another base forest triple with strictly decreasing objective values. Therefore, it converges in finitely many steps. The nonlinear work in each step consists of solving a small number of one-dimensional monotone equations. |
主题 | System and Decision Sciences - Core (SDS) |
关键词 | Stochastic Transportation Problem Tree Forest Convexity Iteration Method |
URL | http://pure.iiasa.ac.at/id/eprint/12149/ |
来源智库 | International Institute for Applied Systems Analysis (Austria) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/134032 |
推荐引用方式 GB/T 7714 | Qi L,Cottle, R.W.. Forest iteration method for stochastic transportation problem.. 2009. |
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