Beberapa Metode pada Masalah Pemrograman Stokastik
DOI:
https://doi.org/10.15642/mantik.2017.3.2.83-86Keywords:
Stochastic programming problems; Robust optimization; Chance-constrained programming; Recourse stochastic programmingAbstract
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
Downloads
References
[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)
Downloads
Published
How to Cite
Issue
Section
License
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons License that allows others to share the work with an acknowledgment of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work