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Solving stochastic programs with network recourse
Author(s) -
Wallace Stein W.
Publication year - 1986
Publication title -
networks
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.977
H-Index - 64
eISSN - 1097-0037
pISSN - 0028-3045
DOI - 10.1002/net.3230160306
Subject(s) - computer science , complement (music) , mathematical optimization , preprocessor , schur complement , computational complexity theory , mathematics , algorithm , artificial intelligence , biochemistry , chemistry , eigenvalues and eigenvectors , physics , quantum mechanics , complementation , gene , phenotype
In this paper we provide computational procedures for solving stochastic programs with network recourse. Special attention is paid to the feasibility problem, and we show how to solve the recourse or second stage problem. This problem is how to solve a large number of networks where the only differences are the amounts supplied and demanded at the nodes. For this purpose we have developed the Schur complement for networks. Computational results are given. Finally we show how preprocessing based upon facet generation can simplify the rest of the procedures.