Beberapa Metode pada Masalah Pemrograman Stokastik

Authors

  • Ihda Hasbiyati Universitas Riau, Pekanbaru
  • Hasriati Hasriati Universitas Riau, Pekanbaru

DOI:

https://doi.org/10.15642/mantik.2017.3.2.83-86

Keywords:

Stochastic programming problems; Robust optimization; Chance-constrained programming; Recourse stochastic programming

Abstract

Stochastic programming problem is mathematical problem (linear, integer, mixed integer, and nonlinier) with stochastic element lies data. To get reasonable solution and optimal with its stochastic data is needed several method.  Applicable method in trouble stochastic programming are L-Shape decomposition and lagrange decomposition. Each method can determine optimal solution to troubleshoots stochastic programming

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References

[1] Ihda Hasbiyati. Simple Technique of Projected Lagrange for a Class of Multi-Stage Stochastic Nonlinear Programs. Global Journal of Technology & Optimization. Volume 6. Issue 3. (2015).
[2] Ihda Hasbiyati. .A Projected Lagrangian Approach for a Class of Multi-Stage Stochastic Nonlinear Programs. Proceeding Conference of the International Federation of Operational research Societies (IFORS). Melbourne Convention and Exhibition Centre, Melbourne, Australia. (2011)
[3] Peter Kall & Janos Mayer. Stochastic Linear programming, Spriger, New York.(2005)
[4] Peter Kall & Stein W. Wallace. Stochastic Programming, Springer, New York.(1994)
[5] M.S. Bazaraa and C.M. Shetty. Nonlinear Programming, Theory, and Algorithms, (2nd Ed.), John Wiley & Sons, NewYork. (1993)

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Published

2017-10-28

How to Cite

Hasbiyati, I., & Hasriati, H. (2017). Beberapa Metode pada Masalah Pemrograman Stokastik. Jurnal Matematika MANTIK, 3(2), 83–86. https://doi.org/10.15642/mantik.2017.3.2.83-86