Stochastic programming with binary second stage variables | Zendy

Takayuki Shiina | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Stochastic programming with binary second stage variables

Author(s) -

Takayuki Shiina

Publication year - 2010

Publication title -

procedia computer science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.334

H-Index - 76

ISSN - 1877-0509

DOI - 10.1016/j.procs.2010.04.156

Subject(s) - computer science , mathematical optimization , stochastic programming , binary number , class (philosophy) , variable (mathematics) , property (philosophy) , function (biology) , algorithm , mathematics , artificial intelligence , mathematical analysis , philosophy , arithmetic , epistemology , evolutionary biology , biology

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

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research