An Impeccable Solution Procedure of Stochastic Programming Problems by Inserting Scenarios in Deterministic Case

Authors

  • Sajal Chakroborty Department of Mathematics, University of Dhaka, Dhaka-1000
  • M Babul Hasan Department of Mathematics, University of Dhaka, Dhaka-1000

DOI:

https://doi.org/10.3329/ganit.v36i0.32770

Keywords:

SP, DBP, AMPL, Scenarios

Abstract

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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Author Biography

Sajal Chakroborty, Department of Mathematics, University of Dhaka, Dhaka-1000



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Published

2017-06-03

How to Cite

Chakroborty, S., & Hasan, M. B. (2017). An Impeccable Solution Procedure of Stochastic Programming Problems by Inserting Scenarios in Deterministic Case. GANIT: Journal of Bangladesh Mathematical Society, 36, 19–32. https://doi.org/10.3329/ganit.v36i0.32770

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Articles