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Transformation of Nonlinear Mixture Chopped Stochastic Program Model

Received: 2 February 2015     Accepted: 3 March 2015     Published: 30 March 2015
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Abstract

This paper describes a new approach to obtain the global optimization problem of nonlinear mixture chopped stochastic program model. The study focused on the issue of two-stage stochastic with the lack of nonlinearity, which is contained in the objective function and constraints. Variables in the first stage is worth a count, while the variable in the second stage is a mixture of chopped and continuous. Issues formulated by scenario-based representation. The approach used to complete the large scale nonlinear mix chopped program lifting unfounded variable value of the limit, forcing a variable-value basis chopped. Problems reduced is processed at the time of chopped variables held constant, and the changes made during discrete steps, in order to obtain a global optimal solution.

Published in Applied and Computational Mathematics (Volume 4, Issue 2)
DOI 10.11648/j.acm.20150402.16
Page(s) 69-76
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2015. Published by Science Publishing Group

Keywords

Nonlinear Stochastic Programs, Equivalent model, Scenarios Formation

References
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  • APA Style

    Togi Panjaitan, Iryanto Iryanto. (2015). Transformation of Nonlinear Mixture Chopped Stochastic Program Model. Applied and Computational Mathematics, 4(2), 69-76. https://doi.org/10.11648/j.acm.20150402.16

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    ACS Style

    Togi Panjaitan; Iryanto Iryanto. Transformation of Nonlinear Mixture Chopped Stochastic Program Model. Appl. Comput. Math. 2015, 4(2), 69-76. doi: 10.11648/j.acm.20150402.16

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    AMA Style

    Togi Panjaitan, Iryanto Iryanto. Transformation of Nonlinear Mixture Chopped Stochastic Program Model. Appl Comput Math. 2015;4(2):69-76. doi: 10.11648/j.acm.20150402.16

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  • @article{10.11648/j.acm.20150402.16,
      author = {Togi Panjaitan and Iryanto Iryanto},
      title = {Transformation of Nonlinear Mixture Chopped Stochastic Program Model},
      journal = {Applied and Computational Mathematics},
      volume = {4},
      number = {2},
      pages = {69-76},
      doi = {10.11648/j.acm.20150402.16},
      url = {https://doi.org/10.11648/j.acm.20150402.16},
      eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.acm.20150402.16},
      abstract = {This paper describes a new approach to obtain the global optimization problem of nonlinear mixture chopped stochastic program model. The study focused on the issue of two-stage stochastic with the lack of nonlinearity, which is contained in the objective function and constraints. Variables in the first stage is worth a count, while the variable in the second stage is a mixture of chopped and continuous. Issues formulated by scenario-based representation. The approach used to complete the large scale nonlinear mix chopped program lifting unfounded variable value of the limit, forcing a variable-value basis chopped. Problems reduced is processed at the time of chopped variables held constant, and the changes made during discrete steps, in order to obtain a global optimal solution.},
     year = {2015}
    }
    

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    T1  - Transformation of Nonlinear Mixture Chopped Stochastic Program Model
    AU  - Togi Panjaitan
    AU  - Iryanto Iryanto
    Y1  - 2015/03/30
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    N1  - https://doi.org/10.11648/j.acm.20150402.16
    DO  - 10.11648/j.acm.20150402.16
    T2  - Applied and Computational Mathematics
    JF  - Applied and Computational Mathematics
    JO  - Applied and Computational Mathematics
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    PB  - Science Publishing Group
    SN  - 2328-5613
    UR  - https://doi.org/10.11648/j.acm.20150402.16
    AB  - This paper describes a new approach to obtain the global optimization problem of nonlinear mixture chopped stochastic program model. The study focused on the issue of two-stage stochastic with the lack of nonlinearity, which is contained in the objective function and constraints. Variables in the first stage is worth a count, while the variable in the second stage is a mixture of chopped and continuous. Issues formulated by scenario-based representation. The approach used to complete the large scale nonlinear mix chopped program lifting unfounded variable value of the limit, forcing a variable-value basis chopped. Problems reduced is processed at the time of chopped variables held constant, and the changes made during discrete steps, in order to obtain a global optimal solution.
    VL  - 4
    IS  - 2
    ER  - 

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Author Information
  • Mathematic Education Department, Faculty of Mathematic and Science, State University of Medan, Medan, Indonesia

  • Mathematic Department, North Sumatra University, Medan, Indonesia

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