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  • 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.
  • 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. (en)
Title
  • Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting
  • Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting (en)
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  • Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting
  • Decomposition Approach Applied to Stochastic Optimization of Continuous Steel Casting (en)
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  • RIV/00216305:26210/11:PU92754!RIV12-MSM-26210___
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  • P(1M06047), P(GA106/08/0606), P(GA106/09/0940), P(GAP107/11/1566), S, Z(MSM0021630519)
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  • 193059
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  • RIV/00216305:26210/11:PU92754
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  • continuous casting, scenario-based stochastic program, progressive hedging algorithm, GAMS (en)
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  • [3242B5B855CA]
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  • Brno University of Technology
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  • Brno
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  • MENDEL 2011 17th International Conference on Soft Computing (sborník přednášek)
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  • Klimeš, Lubomír
  • Popela, Pavel
  • Štětina, Josef
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  • 000302647900050
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  • Vysoké učení technické v Brně
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  • 978-80-214-4302-0
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  • 26210
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