A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
نویسندگان
چکیده
منابع مشابه
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
ABSTRACT In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approximation strategy where we reduce the number of scenarios and obtain an approximation of the original multiscenario optimization problem. In this strategy, a subset of the given set of scenarios is selected bas...
متن کاملReconfiguration of Supply Chain: A Two Stage Stochastic Programming
In this paper, we propose an extended relocation model for warehouses configuration in a supply chain network, in which uncertainty is associated to operational costs, production capacity and demands whereas, existing researches in this area are often restricted to deterministic environments. In real cases, we usually deal with stochastic parameters and this point justifies why the relocation m...
متن کاملA two-stage stochastic programming model for the optimal sizing of hybrid PV/diesel/battery in hybrid electric ship system
Ships play the major role in bulk transportation and they need their special energy system. This paper proposes a stochastic programing method for optimal sizing of a hybrid ship power system with energy storage system (ESS), photovoltaic power (PV) and diesel generator. To account for uncertainties, in this study a two-stage stochastic mixed-integer non-linear programing is used to model the o...
متن کاملA Two-Stage Chance-Constraint Stochastic Programming Model for Electricity Supply Chain Network Design
Development of every society is incumbent upon energy sector’s technological and economic effectiveness. The electricity industry is a growing and needs to have a better performance to effectively cover the demand. The industry requires a balance between cost and efficiency through careful design and planning. In this paper, a two-stage stochastic programming model is presented for the design o...
متن کاملA Two Stage Stochastic Programming Model of the Price Decision Problem in the Dual-channel Closed-loop Supply Chain
In this paper, we propose a new model for designing integrated forward/reverse logistics based on pricing policy in direct and indirect sales channel. The proposed model includes producers, disposal center, distributers and final customers. We assumed that the location of final customers is fixed. First, a deterministic mixed integer linear programming model is developed for integrated logistic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Chemical Engineering
سال: 2010
ISSN: 0098-1354
DOI: 10.1016/j.compchemeng.2009.10.009