Cross decomposition applied to the stochastic transportation problem |
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Authors: | Kaj Holmberg Kurt O Jörnsten |
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Institution: | Linköping Institute of Technology, Department of mathematics, S-581 83 Linköping, Sweden |
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Abstract: | In this paper we give a solution method for the stochastic transportation problem based on Cross Decomposition developed by Van Roy (1980). Solution methods to the derived sub and master problems are discussed and computational results are given for a number of large scale test problems. We also compare the efficiency of the method with other methods suggested for the stochastic transportation problem: The Frank-Wolfe algorithm and separable programming. |
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Keywords: | Optimization networks decomposition nonlinear programming |
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