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2012 | 22 | nr 4 | 9--20
Tytuł artykułu

Algorithm for the Stochastic Generalized Transportation Problem

Autorzy
Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The equalization method for the stochastic generalized transportation problem has been presented. The algorithm allows us to find the optimal solution to the problem of minimizing the expected total cost in the generalized transportation problem with random demand. After a short introduction and literature review, the algorithm is presented. It is a version of the method proposed by the author for the nonlinear generalized transportation problem. It is shown that this version of the method generates a sequence of solutions convergent to the KKT point. This guarantees the global optimality of the obtained solution, as the expected cost functions are convex and twice differentiable. The computational experiments performed for test problems of reasonable size show that the method is fast. (original abstract)
Rocznik
Tom
22
Numer
Strony
9--20
Opis fizyczny
Twórcy
  • Poznań University of Economics, Poland
Bibliografia
  • [1] AHUJA R.K., MAGNANTI T.L., ORLIN J.B., Network Flows. Theory, Algorithms and Applications, Prentice Hall, Upper Saddle River, New Jersey 1993.
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  • [3] ANHOLCER M., Convergence of the equalization method for Nonlinear Allocation Problems, [in:] Z prac Katedry Badań Operacyjnych, K. Piasecki, W. Sikora (Eds.), Zeszyty Naukowe Akademii Ekonomicznej w Poznaniu 64, 2005, 183-198 (in Polish).
  • [4] ANHOLCER M., Comparative Analysis of Selected Algorithms for Nonlinear Problems of Allocation of Uniform Goods, Wydawnictwo Akademii Ekonomicznej w Poznaniu, Poznań 2008 (in Polish).
  • [5] ANHOLCER M., Comparison of the Performance of Selected Algorithms for Nonlinear Allocation Problems, [in:] Metody i zastosowania badań operacyjnych, R. Kopańska-Bródka (Ed.), Prace Naukowe Akademii Ekonomicznej w Katowicach, Katowice 2008, 9-25 (in Polish).
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  • [22] SIKORA W., Models and methods of optimal distribution of goods, Zeszyty Naukowe - Seria II, Prace Doktorskie i Habilitacyjne, Akademia Ekonomiczna w Poznaniu, Poznań 1993 (in Polish).
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Typ dokumentu
Bibliografia
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