MODIFIKASI LAGRANGIAN AUGMENTED UNTUK PROGRAM NONLINIER STOKASTIK MULTI-TAHAP

Hasbiyati, Ihda

dc.contributor.author	Hasbiyati, Ihda
dc.date.accessioned	2014-05-22T04:34:16Z
dc.date.available	2014-05-22T04:34:16Z
dc.date.issued	2014-05-22
dc.identifier.isbn	978-602-18936-0-9
dc.identifier.other	wahyu sari yeni
dc.identifier.uri	http://repository.unri.ac.id/xmlui/handle/123456789/6321
dc.description.abstract	Multi-stage stochastic programming problems arise in many practical situations, such as production and manpower planning, portfolio selections and so on. This paper describes our efforts to develop a nonlinear programming algorithm for problems characterized by a large sparse set of linear constraints and a significant degree of nonlinearity in the objective function. It has been our experience that many linear programming problems are inordinately large because they are attempting to approximate, by piecewise linearization, what is essentially a nonlinear problem. It also appears that many real-life problems are such that only a small percentage of the variables are involved nonlinearly in the objective function	en_US
dc.description.provenance	Submitted by wahyu sari yeni (ayoe32@ymail.com) on 2014-05-22T04:34:16Z No. of bitstreams: 1 69 makalah oral.pdf: 356579 bytes, checksum: 76928d52cfe94e98a70ee225829fb2bd (MD5)	en
dc.description.provenance	Made available in DSpace on 2014-05-22T04:34:16Z (GMT). No. of bitstreams: 1 69 makalah oral.pdf: 356579 bytes, checksum: 76928d52cfe94e98a70ee225829fb2bd (MD5)	en
dc.description.sponsorship	Seminar UR-UKM ke-7 2012	en_US
dc.language.iso	en	en_US
dc.subject	multi-stage stochastic nonlinear programs	en_US
dc.subject	projected Lagrange	en_US
dc.subject	scenario analysis	en_US
dc.subject	decomposition	en_US
dc.title	MODIFIKASI LAGRANGIAN AUGMENTED UNTUK PROGRAM NONLINIER STOKASTIK MULTI-TAHAP	en_US
dc.type	UR-Proceedings	en_US