This paper describes a new approach to obtain the global optimization problem of nonlinear mixture chopped stochastic program model. The study focused on the issue of two-stage stochastic with the lack of nonlinearity, which is contained in the objective function and constraints. Variables in the first stage is worth a count, while the variable in the second stage is a mixture of chopped and continuous. Issues formulated by scenario-based representation. The approach used to complete the large scale nonlinear mix chopped program lifting unfounded variable value of the limit, forcing a variable-value basis chopped. Problems reduced is processed at the time of chopped variables held constant, and the changes made during discrete steps, in order to obtain a global optimal solution.
Published in | Applied and Computational Mathematics (Volume 4, Issue 2) |
DOI | 10.11648/j.acm.20150402.16 |
Page(s) | 69-76 |
Creative Commons |
This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited. |
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Copyright © The Author(s), 2015. Published by Science Publishing Group |
Nonlinear Stochastic Programs, Equivalent model, Scenarios Formation
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APA Style
Togi Panjaitan, Iryanto Iryanto. (2015). Transformation of Nonlinear Mixture Chopped Stochastic Program Model. Applied and Computational Mathematics, 4(2), 69-76. https://doi.org/10.11648/j.acm.20150402.16
ACS Style
Togi Panjaitan; Iryanto Iryanto. Transformation of Nonlinear Mixture Chopped Stochastic Program Model. Appl. Comput. Math. 2015, 4(2), 69-76. doi: 10.11648/j.acm.20150402.16
AMA Style
Togi Panjaitan, Iryanto Iryanto. Transformation of Nonlinear Mixture Chopped Stochastic Program Model. Appl Comput Math. 2015;4(2):69-76. doi: 10.11648/j.acm.20150402.16
@article{10.11648/j.acm.20150402.16, author = {Togi Panjaitan and Iryanto Iryanto}, title = {Transformation of Nonlinear Mixture Chopped Stochastic Program Model}, journal = {Applied and Computational Mathematics}, volume = {4}, number = {2}, pages = {69-76}, doi = {10.11648/j.acm.20150402.16}, url = {https://doi.org/10.11648/j.acm.20150402.16}, eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.acm.20150402.16}, abstract = {This paper describes a new approach to obtain the global optimization problem of nonlinear mixture chopped stochastic program model. The study focused on the issue of two-stage stochastic with the lack of nonlinearity, which is contained in the objective function and constraints. Variables in the first stage is worth a count, while the variable in the second stage is a mixture of chopped and continuous. Issues formulated by scenario-based representation. The approach used to complete the large scale nonlinear mix chopped program lifting unfounded variable value of the limit, forcing a variable-value basis chopped. Problems reduced is processed at the time of chopped variables held constant, and the changes made during discrete steps, in order to obtain a global optimal solution.}, year = {2015} }
TY - JOUR T1 - Transformation of Nonlinear Mixture Chopped Stochastic Program Model AU - Togi Panjaitan AU - Iryanto Iryanto Y1 - 2015/03/30 PY - 2015 N1 - https://doi.org/10.11648/j.acm.20150402.16 DO - 10.11648/j.acm.20150402.16 T2 - Applied and Computational Mathematics JF - Applied and Computational Mathematics JO - Applied and Computational Mathematics SP - 69 EP - 76 PB - Science Publishing Group SN - 2328-5613 UR - https://doi.org/10.11648/j.acm.20150402.16 AB - This paper describes a new approach to obtain the global optimization problem of nonlinear mixture chopped stochastic program model. The study focused on the issue of two-stage stochastic with the lack of nonlinearity, which is contained in the objective function and constraints. Variables in the first stage is worth a count, while the variable in the second stage is a mixture of chopped and continuous. Issues formulated by scenario-based representation. The approach used to complete the large scale nonlinear mix chopped program lifting unfounded variable value of the limit, forcing a variable-value basis chopped. Problems reduced is processed at the time of chopped variables held constant, and the changes made during discrete steps, in order to obtain a global optimal solution. VL - 4 IS - 2 ER -