Detail publikace

Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting

KLIMEŠ, L. POPELA, P. ŠTĚTINA, J.

Anglický název

Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting

Typ

Stať ve sborníku v databázi WoS či Scopus

Jazyk

en

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 anglicky

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

Vydáno

2011-06-15

Nakladatel

BUT

Místo

Brno

ISBN

978-80-214-4302-0

Kniha

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

Strany od–do

314–319

Počet stran

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"
}