Transformation of Nonlinear Mixture Chopped Stochastic Program Model
Applied and Computational Mathematics
Volume 4, Issue 2, April 2015, Pages: 69-76
Received: Feb. 2, 2015; Accepted: Mar. 3, 2015; Published: Mar. 30, 2015
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Authors
Togi Panjaitan, Mathematic Education Department, Faculty of Mathematic and Science, State University of Medan, Medan, Indonesia
Iryanto Iryanto, Mathematic Department, North Sumatra University, Medan, Indonesia
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Abstract
This paper describes a new approach to obtain the global optimization problem of nonlinear mixture chopped stochastic program model. The study focused on the issue of two-stage stochastic with the lack of nonlinearity, which is contained in the objective function and constraints. Variables in the first stage is worth a count, while the variable in the second stage is a mixture of chopped and continuous. Issues formulated by scenario-based representation. The approach used to complete the large scale nonlinear mix chopped program lifting unfounded variable value of the limit, forcing a variable-value basis chopped. Problems reduced is processed at the time of chopped variables held constant, and the changes made during discrete steps, in order to obtain a global optimal solution.
Keywords
Nonlinear Stochastic Programs, Equivalent model, Scenarios Formation
To cite this article
Togi Panjaitan, Iryanto Iryanto, Transformation of Nonlinear Mixture Chopped Stochastic Program Model, Applied and Computational Mathematics. Vol. 4, No. 2, 2015, pp. 69-76. doi: 10.11648/j.acm.20150402.16
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