Multicut L-Shaped Algorithm for Stochastic Convex Programming with Fuzzy Probability Distribution

摘要：

　　Two-stage problem of stochastic convex programming with fuzzy probability distribution is studied in this paper.Multicut L-shaped algorithm is proposed to solve the problem based on the fuzzy cutting and the minimax rule.Theorem of the convergence for the algorithm is proved.Finally,a numerical example about two-stage convex recourse problem shows the essential character and the efficiency.

关键词： stochastic convex programming fuzzy probability distribution two-stage problem multicut L-shaped algorithm

作者: Miaomiao Han Xinshun MA

作者单位: School of Mathematics and Physics North China Electric Power University Baoding, Hebei Province, China

会议类型: 国际会议

会议名称: 2012年国际工程应用数学研讨会

会议地点: 北京

会议语种:英文

页码: 219-222

在线出版日期: 2012-10-26（万方平台首次上网日期，不代表论文的发表时间）