MODIFIKASI LAGRANGIAN AUGMENTED UNTUK PROGRAM NONLINIER STOKASTIK MULTI-TAHAP

dc.contributor.authorHasbiyati, Ihda
dc.date.accessioned2014-05-22T04:34:16Z
dc.date.available2014-05-22T04:34:16Z
dc.date.issued2014-05-22
dc.description.abstractMulti-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 functionen_US
dc.description.sponsorshipSeminar UR-UKM ke-7 2012en_US
dc.identifier.isbn978-602-18936-0-9
dc.identifier.otherwahyu sari yeni
dc.identifier.urihttp://repository.unri.ac.id/xmlui/handle/123456789/6321
dc.language.isoenen_US
dc.subjectmulti-stage stochastic nonlinear programsen_US
dc.subjectprojected Lagrangeen_US
dc.subjectscenario analysisen_US
dc.subjectdecompositionen_US
dc.titleMODIFIKASI LAGRANGIAN AUGMENTED UNTUK PROGRAM NONLINIER STOKASTIK MULTI-TAHAPen_US
dc.typeUR-Proceedingsen_US

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