Publication detail

Scenario Generation And Analysis by Heuristic Algorithms

ROUPEC, J. POPELA, P.

Original Title

Scenario Generation And Analysis by Heuristic Algorithms

English Title

Scenario Generation And Analysis by Heuristic Algorithms

Type

conference paper

Language

en

Original Abstract

The main purpose of this paper is to present how to use heuristic approaches, especially genetic algorithms, to a scenario manipulation in two-stage stochastic programming. The proposed technique is implemented in C++ and GANS and then tested on real-data examples.

English abstract

The main purpose of this paper is to present how to use heuristic approaches, especially genetic algorithms, to a scenario manipulation in two-stage stochastic programming. The proposed technique is implemented in C++ and GANS and then tested on real-data examples.

Keywords

Stochastic programming; scenarios; worst case analysis; heuristic and genetic algorithms

RIV year

2007

Released

24.10.2007

Publisher

Newswood Limited, International Association of Engineers

ISBN

978-988-98671-6-4

Book

Proceedings of the World Congress on Engineering and Computer Science 2007

Pages from

931

Pages to

935

Pages count

5

BibTex


@inproceedings{BUT25762,
  author="Jan {Roupec} and Pavel {Popela}",
  title="Scenario Generation And Analysis by Heuristic Algorithms",
  annote="The main purpose of this paper is to present how to use heuristic approaches, especially genetic algorithms, to a scenario manipulation in two-stage stochastic programming. The proposed technique is implemented in C++ and GANS and then tested on real-data examples.",
  address="Newswood Limited, International Association of Engineers",
  booktitle="Proceedings of the World Congress on Engineering and Computer Science 2007",
  chapter="25762",
  howpublished="print",
  institution="Newswood Limited, International Association of Engineers",
  year="2007",
  month="october",
  pages="931--935",
  publisher="Newswood Limited, International Association of Engineers",
  type="conference paper"
}