Cross decomposition applied to the stochastic transportation problem

Cross decomposition applied to the stochastic transportation problem

In this paper we give a solution method for the stochastic transportation problem based on Cross Decomposition developed by Van Roy (1980). Solution methods to the derived sub and master problems are discussed and computational results are given for a number of large scale test problems. We also com...

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Veröffentlicht in:European journal of operational research 1984-01, Vol.17 (3), p.361-368
Hauptverfasser: Holmberg, Kaj, Jörnsten, Kurt O.
Format: Artikel
Sprache:eng
Schlagworte:
Accuracy
Algorithms
Decomposition
networks
Nonlinear programming
Operations research
Optimization
Shipping
Stochastic models
Transportation
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Zusammenfassung:In this paper we give a solution method for the stochastic transportation problem based on Cross Decomposition developed by Van Roy (1980). Solution methods to the derived sub and master problems are discussed and computational results are given for a number of large scale test problems. We also compare the efficiency of the method with other methods suggested for the stochastic transportation problem: The Frank-Wolfe algorithm and separable programming.
ISSN:0377-2217
1872-6860
DOI:10.1016/0377-2217(84)90131-0