The Dual Forest Iteration Method for The Stochastic Transportation Problem

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2499 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2499 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2499 archive 351 disk0/00/00/24/59 2016-01-15 01:54:46 2021-08-27 17:11:48 2016-01-15 01:54:46 monograph show 2 Qi L. AL1124 The Dual Forest Iteration Method for The Stochastic Transportation Problem pub iis_met iis_trn prog_ado This paper presents a dual forest iteration algorithm for solving the stochastic transportation problem. The algorithm iterates from one dual forest to another with the values of the dual objective function strictly increasing in the nondegenerate case. It therefore converges in a finite number of steps. At each step it is necessary to solve at most two one-dimensional monotone equations. If the computation is interrupted before completion, a primal feasible solution, and upper and lower bounds to the optimal value of the objective function can be obtained. A numerical example is also presented. 1984-08 published WP-84-059 WP-84-059 2310 public working_paper IIASA, Laxenburg, Austria 33 FALSE info:eu-repo/semantics/book