Hybrid Algorithm for Here-and-Now Stochastic Network Design Problem with Pricing
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F14%3APU110657" target="_blank" >RIV/00216305:26210/14:PU110657 - isvavai.cz</a>
Výsledek na webu
—
DOI - Digital Object Identifier
—
Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Hybrid Algorithm for Here-and-Now Stochastic Network Design Problem with Pricing
Popis výsledku v původním jazyce
The purpose of the paper is to discuss an advanced hybrid algorithm for the solution of a hereand-now scenario-based expected objective reformulation of an underlying stochastic program dealing with transportation problem involving random demand parameters and 0-1 network design variables. At the beginning, the deterministic transportation model with network design variables is reviewed. Then, uncertain demand parameters are introduced and modeled by random variables. The following deterministic reformulation is based on the here-and-now (HN) approach. The model is enhanced with implemetation of pricing. A finite discrete probability distribution is assumed for a random vector involving all stochastic parameters. Then, the obtained nonlinear binary program can be solved by GAMS solvers. However, the large problems represent true challenge, so the authors combine a classical optimization algorithm and a suitable genetic algorithm to obtain a hybrid algorithm that is modified for the HN
Název v anglickém jazyce
Hybrid Algorithm for Here-and-Now Stochastic Network Design Problem with Pricing
Popis výsledku anglicky
The purpose of the paper is to discuss an advanced hybrid algorithm for the solution of a hereand-now scenario-based expected objective reformulation of an underlying stochastic program dealing with transportation problem involving random demand parameters and 0-1 network design variables. At the beginning, the deterministic transportation model with network design variables is reviewed. Then, uncertain demand parameters are introduced and modeled by random variables. The following deterministic reformulation is based on the here-and-now (HN) approach. The model is enhanced with implemetation of pricing. A finite discrete probability distribution is assumed for a random vector involving all stochastic parameters. Then, the obtained nonlinear binary program can be solved by GAMS solvers. However, the large problems represent true challenge, so the authors combine a classical optimization algorithm and a suitable genetic algorithm to obtain a hybrid algorithm that is modified for the HN
Klasifikace
Druh
O - Ostatní výsledky
CEP obor
BB - Aplikovaná statistika, operační výzkum
OECD FORD obor
—
Návaznosti výsledku
Projekt
—
Návaznosti
S - Specificky vyzkum na vysokych skolach
Ostatní
Rok uplatnění
2014
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů