Efficient decomposition and linearization methods for the stochastic transportation problem

DOI10.1007/BF01300860zbMath0844.90060MaRDI QIDQ1908529

Kaj Holmberg

Publication date: 28 February 1996

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

Frank-Wolfe methodsubgradient optimizationnonlinear objective functionstochastic transportation problemconvex transportation problem

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items (5)

A two-stage stochastic transportation problem with fixed handling costs and a priori selection of the distribution channels ⋮ Stochastic fractional programming approach to a mean and variance model of a transportation problem ⋮ The stochastic transportation problem with single sourcing ⋮ A comparison of feasible direction methods for the stochastic transportation problem ⋮ Mean value cross decomposition for nonlinear convex problems

Cites Work

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• Stochastic transportation problems and other newtork related convex problems
• A convergence proof for linear mean value cross decomposition
• Cross decomposition for mixed integer programming
• Validation of subgradient optimization
• Two-Level Planning
• A Stochastic Transportation Problem
• Minimization of unsmooth functionals

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