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STOCHASTIC LINEAR PROGRAMMING ALGORITHMS; A Comparison Based on a Model Management System by János Mayer is a book available to read on EtoBox.

What is STOCHASTIC LINEAR PROGRAMMING ALGORITHMS; A Comparison Based on a Model Management System about?

This book gives a computationally oriented comparison of solution algorithms for two stage and for jointly chance constrained stochastic linear programming problems. The following methods are considered regularized decomposition, stochastic decomposition and successive discrete approximation methods for two stage problems, cutting plane methods and a reduced gradient method for jointly chance constrained problems.The first part of the book introduces the algorithms including a unified approach to decomposition methods and their regularized counterparts. The second part deals with the computer implementation of the methods, describes a testing environment based on a model management system and presents comparative computational results with the various algorithms.The emphasis is on the computational behaviour of the algorithms, this is the first book that presents comparative computational results with several major stochastic programming solution approaches.

Author

János Mayer

Publisher

CRC Press

Published

1998

Language

EN