On the Implementation of Stochastic Quasigradient Methods to some Facility Location Problems
Yugoslav journal of operations research, Tome 10 (2000) no. 2, p. 235
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In this paper we consider the facility location problem in a stochastic
environment. After a brief description of stochastic quasigradient methods (SQM) for
solving stochastic programming problems, algorithms of polynomial complexity are
suggested for projecting the current approximation, generated by the SQM, onto
feasible sets of two important facility location problems. The convergence of suggested
algorithms is proved, and some examples are given.
Classification :
90C15 90B85
Keywords: Stochastic programming, stochastic quasigradient methods, facility location, projection, algorithms.
Keywords: Stochastic programming, stochastic quasigradient methods, facility location, projection, algorithms.
@article{YJOR_2000_10_2_a4,
author = {Stefan M. Stefanov},
title = {On the {Implementation} of {Stochastic} {Quasigradient} {Methods} to some {Facility} {Location} {Problems}},
journal = {Yugoslav journal of operations research},
pages = {235 },
year = {2000},
volume = {10},
number = {2},
zbl = {1029.90517},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_2000_10_2_a4/}
}
TY - JOUR AU - Stefan M. Stefanov TI - On the Implementation of Stochastic Quasigradient Methods to some Facility Location Problems JO - Yugoslav journal of operations research PY - 2000 SP - 235 VL - 10 IS - 2 UR - http://geodesic.mathdoc.fr/item/YJOR_2000_10_2_a4/ LA - en ID - YJOR_2000_10_2_a4 ER -
Stefan M. Stefanov. On the Implementation of Stochastic Quasigradient Methods to some Facility Location Problems. Yugoslav journal of operations research, Tome 10 (2000) no. 2, p. 235 . http://geodesic.mathdoc.fr/item/YJOR_2000_10_2_a4/