Publication detail

The L-shaped Algorith in Matlab

POPELA, P. VITÁSEK, V. SKLENÁŘ, J.

Original Title

The L-shaped Algorith in Matlab

Type

conference paper

Language

English

Original Abstract

The L-shaped algorithm for two-stage stochastic programs is introduced. Its efficient implementation in Matlab is discussed including visualization library.

Keywords

two-stage stochastic programming, MATLAB, L-shaped decomposition

Authors

POPELA, P.; VITÁSEK, V.; SKLENÁŘ, J.

RIV year

2005

Released

15. 6. 2005

Publisher

BUT FME

Location

Brno

ISBN

80-214-2961-5

Book

Proceedings of 11th International Confeence on Soft Computing MENDEL 2005

Edition

BUT

Edition number

1

Pages from

217

Pages to

222

Pages count

6

BibTex

@inproceedings{BUT22579,
  author="Pavel {Popela} and Vojtěch {Vitásek} and Jaroslav {Sklenář}",
  title="The L-shaped Algorith in Matlab",
  booktitle="Proceedings of 11th International Confeence on Soft Computing MENDEL 2005",
  year="2005",
  series="BUT",
  number="1",
  pages="217--222",
  publisher="BUT FME",
  address="Brno",
  isbn="80-214-2961-5"
}