Chapter 1 Stochastic Linear and Nonlinear Programming
نویسنده
چکیده
The amount of wheat and corn produced in excess will be sold at prices of $ 170 per ton for wheat and $ 150 per ton for corn. For sugar beets there is a quota on production which is 6000 T for the farmer. Any amount of sugar beets up to the quota can be sold at $ 36 per ton, the amount in excess of the quota is limited to $ 10 per ton. We denote by w1 and w2 the amount in tons of wheat resp. corn sold and by w3, w4 the amount of sugar beets sold at the favorable price and the reduced price, respectively.
منابع مشابه
Effects of Probability Function on the Performance of Stochastic Programming
Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities. Depending on the nature of equations involved in the problem, a stochastic optimization problem is called a stochastic linear or nonlinear programming problem. In this paper,a stochasti...
متن کاملStochastic Approach to Vehicle Routing Problem: Development and Theories
Stochastic Approach to Vehicle Routing Problem: Development and Theories Abstract In this article, a chance constrained (CCP) formulation of the Vehicle Routing Problem (VRP) is proposed. The reality is that once we convert some special form of probabilistic constraint into their equivalent deterministic form then a nonlinear constraint generates. Knowing that reliable computer software...
متن کاملA Chance Constrained Integer Programming Model for Open Pit Long-Term Production Planning
The mine production planning defines a sequence of block extraction to obtain the highest NPV under a number of constraints. Mathematical programming has become a widespread approach to optimize production planning, for open pit mines since the 1960s. However, the previous and existing models are found to be limited in their ability to explicitly incorporate the ore grade uncertainty into the p...
متن کاملMultiple Criteria Decision Making Combined with VRP: A Categorized Bibliographic Study
In this research author reviews references related to the topic of multi criterion (goal programming, multiple objective linear and nonlinear programming, bi-criterion programming, Multi Attribute Decision Making, Compromise Programming, Surrogate Worth Trade-off Method) and various versions of vehicle routing problem (VRP), Multi depot VRP (MDVRP), VRP with time windows (VRPWTW), Stochastic VR...
متن کاملDynamic Programming, Control, and Computation∗
The presentation in this chapter is in the formal manner of classical applied mathematics and probability in order to focus on the methods and their implementation. In Section 1, a fairly general model of stochastic dynamic programming in continuous time is outlined. In Section 2, canonical forms, such as a linear dynamics and quadratic cost model in control, that lead to a large reduction in c...
متن کاملMulti-item inventory model with probabilistic demand function under permissible delay in payment and fuzzy-stochastic budget constraint: A signomial geometric programming method
This study proposes a new multi-item inventory model with hybrid cost parameters under a fuzzy-stochastic constraint and permissible delay in payment. The price and marketing expenditure dependent stochastic demand and the demand dependent the unit production cost are considered. Shortages are allowed and partially backordered. The main objective of this paper is to determine selling price, mar...
متن کامل