Detail publikace

Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting

KLIMEŠ, L. POPELA, P. ŠTĚTINA, J.

Originální název

Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

The purpose of the paper is to present an original stochastic programming approach based on the implementation of the decomposition algorithm for continuous casting problem. The uncertain parameters are modeled by random elements with discerete probability distributions. Therefore, the suitable model is a scenario-based stochastic program with two stages. Among the docomposition algorithms, we have chosen the progressive hedging algorithm (PHA) that is suitable for the case when nonlinear programs are related to scenarios. The example base on the real-world data is computed and results are discussed.

Klíčová slova

continuous casting, scenario-based stochastic program, progressive hedging algorithm, GAMS

Autoři

KLIMEŠ, L.; POPELA, P.; ŠTĚTINA, J.

Rok RIV

2011

Vydáno

15. 6. 2011

Nakladatel

BUT

Místo

Brno

ISBN

978-80-214-4302-0

Kniha

MENDEL 2011 17th International Conference on Soft Computing (sborník přednášek)

Edice

první

Strany od

314

Strany do

319

Strany počet

6

BibTex

@inproceedings{BUT36996,
  author="Lubomír {Klimeš} and Pavel {Popela} and Josef {Štětina}",
  title="Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting",
  booktitle="MENDEL 2011 17th International Conference on Soft Computing (sborník přednášek)",
  year="2011",
  series="první",
  pages="314--319",
  publisher="BUT",
  address="Brno",
  isbn="978-80-214-4302-0"
}