- Tytuł:
- Algorithm for the stochastic generalized transportation problem
- Autorzy:
- Anholcer, M.
- Powiązania:
- https://bibliotekanauki.pl/articles/406627.pdf
- Data publikacji:
- 2012
- Wydawca:
- Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
- Tematy:
-
generalized transportation problem
stochastic programming
convex programming
equalization method - Opis:
- The equalization method for the stochastic generalized transportation problem has been presented. The algorithm allows us to find the optimal solution to the problem of minimizing the expected total cost in the generalized transportation problem with random demand. After a short introduction and literature review, the algorithm is presented. It is a version of the method proposed by the author for the nonlinear generalized transportation problem. It is shown that this version of the method generates a sequence of solutions convergent to the KKT point. This guarantees the global optimality of the obtained solution, as the expected cost functions are convex and twice differentiable. The computational experiments performed for test problems of reasonable size show that the method is fast.
- Źródło:
-
Operations Research and Decisions; 2012, 22, 4; 9-20
2081-8858
2391-6060 - Pojawia się w:
- Operations Research and Decisions
- Dostawca treści:
- Biblioteka Nauki