Approximation in Linear Stochastic Programming Using L-Shaped Method

Liza Setyaning Pertiwi, Rini Purwanti, Wilma Handayani, Prof. Dr. Herman Mawengkang

Abstract: Approximation algorithm is inveterate solution method in stochastic programming because the problem of stochastic programming is very difficult solved. Therefore, most research in this case is focussed for designing the solution method which approximate optimal solution. This research tells a strategy to finish the problem of stochastic linear programming by approximation with L-Shaped method. This thesis gets result of approximation for stochastic model by fulfilling all linear constraint where optimal solution reached depend on selected partition.

Keywords: Stochastic linear program, Convex approximation, LShaped Method

How to Cite?: Liza Setyaning Pertiwi, Rini Purwanti, Wilma Handayani, Prof. Dr. Herman Mawengkang, "Approximation in Linear Stochastic Programming Using L-Shaped Method", Volume 3 Issue 11, November 2014, International Journal of Science and Research (IJSR), Pages: 1235-1241, https://www.ijsr.net/getabstract.php?paperid=OCT14796, DOI: https://dx.doi.org/10.21275/OCT14796