APPROACHES TO STOCHASTIC 0-1 LINEAR PROGRAMMING WITH SIMPLE RECOURSE

The literature is replete with practical problems which can be formulated as 0-1 linear integer programs. These include such problems as capital budgeting, plant location, scheduling and transportation. currently many of these mathematical programming problems are formulated in a deterministic manner even though they would more aptly be formulated as stochastic programs to incorporate the inherent uncertainty that exists in certain of the coefficients. A common approach is to use point estimates to obtain a deterministic formulation though this generally is not appropriate. In fact in many instances this approximation may result in suboptimal solutions. The aim of this research is to develop both heuristic and exact algorithms to solve stochastic 0-1 linear integer programs with simple recourse (SLIPSR) and to produce applicable software packages for these algorithms. This paper will present an algorithm based on implicit enumeration concepts to solve stochastic 0-1 programming problem optimally and also two other algorithms which have been developed to solve such problem heuristically but efficiently. (A)

  • Corporate Authors:

    CENTRE DE RECHERCHE SUR LES TRANSPORTS. UNIVERSITE DE MONTREAL

    C.P. 6128, SUCCURSALE A
    MONTREAL, QUEBEC  Canada  H3C 3J7
  • Authors:
    • Li, Yixuan
    • Gendreau, M
  • Publication Date: 1991

Language

  • English

Media Info

Subject/Index Terms

Filing Info

  • Accession Number: 00674399
  • Record Type: Publication
  • Source Agency: Transportation Association of Canada (TAC)
  • Files: ITRD
  • Created Date: Mar 8 1995 12:00AM