The A-Forest Iteration Method for the Stochastic Generalized Transportation Problem

Qi L (1984). The A-Forest Iteration Method for the Stochastic Generalized Transportation Problem. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-84-058

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Abstract

The stochastic generalized transportation problem (SGTP) has an optimal solution: each of the connected subgraphs of its graph is either a tree or a one-loop tree. We call such a graph an A-forest. We propose here a finitely convergent method, the A-forest iteration method, to solve the SGTP. It iterates from one base A-forest triple to another base A-Forest triple. The iteration techniques constitute some modifications of those for the first iteration method for solving the stochastic transportation problem (STP), which was given in L Qi (1983), "Forest iteration method For stochastic transportation problem" (Comp. Sci. Tech. Rept. #522. University of Wisconsin-Madison). Sensitivity Analysis and numerical examples are also given.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:54
Last Modified: 19 Jul 2016 14:25
URI: http://pure.iiasa.ac.at/2460

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