An Impeccable Solution Procedure of Stochastic Programming Problems by Inserting Scenarios in Deterministic Case
Keywords:SP, DBP, AMPL, Scenarios
In this paper, a new technique has been developed for solving stochastic programming problems by using the idea of decomposition based pricing method. A computer code has also been developed by using a mathematical programming language AMPL and a real life oriented model has been developed. The technique has been demonstrated by analyzing the model for different data sets which has been collected for different scenarios. To our knowledge, this is the first work for solution procedure of stochastic programming problems by using decomposition based pricing method.
GANIT J. Bangladesh Math. Soc.Vol. 36 (2016) 19-32
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