Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F11%3APU92754" target="_blank" >RIV/00216305:26210/11:PU92754 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting
Original language description
The purpose of the paper is to present an original stochastic programming approach based on the implementation of the decomposition algorithm for continuous casting problem. The uncertain parameters are modeled by random elements with discerete probability distributions. Therefore, the suitable model is a scenario-based stochastic program with two stages. Among the docomposition algorithms, we have chosen the progressive hedging algorithm (PHA) that is suitable for the case when nonlinear programs are related to scenarios. The example base on the real-world data is computed and results are discussed.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
MENDEL 2011 17th International Conference on Soft Computing (sborník přednášek)
ISBN
978-80-214-4302-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
314-319
Publisher name
BUT
Place of publication
Brno
Event location
Brno University of Technology
Event date
Jun 15, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000302647900050