A hybrid algorithm for solving two-stage stochastic integer problems by combining evolutionary algorithms and mathematical programming methods
نویسندگان
چکیده
We propose a new hybrid algorithm to solve linear two-stage integer programs (2SIPs) based on stage decomposition. The master algorithm performs a search on the first stage variables by an evolutionary algorithm (EA), the decoupled scenario problems are solved by mathematical programming. The approach is applied to a real-world scheduling problem with uncertainties. The performance of different EAs, namely a genetic algorithm and an evolution strategy for integer programming, is compared to that of the solution of a monolithic 2SIP using mathematical programming.
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Rigorous vs. Stochastic Algorithms for Two-stage Stochastic Integer Programming Applications
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