| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| Design and Implementation of a Stochastic Programming Optimizer with Recourse and Tenders. | |
| Nazareth JL | |
| 发表日期 | 1985 |
| 出版者 | IIASA, Laxenburg, Austria: WP-85-063 |
| 出版年 | 1985 |
| 语种 | 英语 |
| 摘要 | This paper serves two purposes, to which we give equal emphasis. First, it describes an optimization system for solving large-scale stochastic linear programs with simple (i.e. decision-free in the second stage) recourse and stochastic right-hand-side elements. Second, it is a study of the means whereby large-scale Mathematical Programming Systems may be readily extended to handle certain forms of uncertainty, through post-optimal options akin to sensitivity on parametric analysis, which we term "recourse analysis". This latter theme (implicit throughout the paper) is explored in a proselytizing manner, in the concluding section. |
| 主题 | Adaption and Optimization (ADO) |
| URL | http://pure.iiasa.ac.at/id/eprint/2638/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/123171 |
| 推荐引用方式 GB/T 7714 | Nazareth JL. Design and Implementation of a Stochastic Programming Optimizer with Recourse and Tenders.. 1985. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| WP-85-063.pdf（773KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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