Publication detail

Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting

KLIMEŠ, L. POPELA, P. ŠTĚTINA, J.

Original Title

Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting

Type

conference paper

Language

English

Original Abstract

The purpose of the paper is to present an original stochastic programming approach based on the implementation of the decomposition algorithm for continuous casting problem. The uncertain parameters are modeled by random elements with discerete probability distributions. Therefore, the suitable model is a scenario-based stochastic program with two stages. Among the docomposition algorithms, we have chosen the progressive hedging algorithm (PHA) that is suitable for the case when nonlinear programs are related to scenarios. The example base on the real-world data is computed and results are discussed.

Keywords

continuous casting, scenario-based stochastic program, progressive hedging algorithm, GAMS

Authors

KLIMEŠ, L.; POPELA, P.; ŠTĚTINA, J.

RIV year

2011

Released

15. 6. 2011

Publisher

BUT

Location

Brno

ISBN

978-80-214-4302-0

Book

MENDEL 2011 17th International Conference on Soft Computing (sborník přednášek)

Edition

první

Pages from

314

Pages to

319

Pages count

6

BibTex

@inproceedings{BUT36996,
  author="Lubomír {Klimeš} and Pavel {Popela} and Josef {Štětina}",
  title="Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting",
  booktitle="MENDEL 2011 17th International Conference on Soft Computing (sborník přednášek)",
  year="2011",
  series="první",
  pages="314--319",
  publisher="BUT",
  address="Brno",
  isbn="978-80-214-4302-0"
}