STOCHASTIC PROGRAMMING PROBLEM WITH FIXED CHARGE RECOURSE(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan)

DOI Web Site Web Site 3 Citations 32 References

Bibliographic Information

Other Title
  • Stochastic programming problem with fixed charge recourse

Search this article

Abstract

In this paper, we introduce a class of stochastic programming problem with fixed charge recourse 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. Then, 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.

Journal

Citations (3)*help

See more

References(32)*help

See more

Keywords

Details 詳細情報について

Report a problem

Back to top