Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming

The augmented Lagrangian method can be used for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems. The augmented Lagrangian objective function of a stochastic linear problem is not twice differentiable which precludes the use of...

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Main Authors: Saeed Ketabchi, Malihe Behboodi-Kahoo
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/735916
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author Saeed Ketabchi
Malihe Behboodi-Kahoo
author_facet Saeed Ketabchi
Malihe Behboodi-Kahoo
author_sort Saeed Ketabchi
collection DOAJ
description The augmented Lagrangian method can be used for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems. The augmented Lagrangian objective function of a stochastic linear problem is not twice differentiable which precludes the use of a Newton method. In this paper, we apply the smoothing techniques and a fast Newton-Armijo algorithm for solving an unconstrained smooth reformulation of this problem. Computational results and comparisons are given to show the effectiveness and speed of the algorithm.
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publishDate 2013-01-01
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spelling doaj-art-9c01a267ba4c49458b7c126da0e55a392025-08-20T02:20:16ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/735916735916Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear ProgrammingSaeed Ketabchi0Malihe Behboodi-Kahoo1Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box 416351914 Rasht, IranDepartment of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box 416351914 Rasht, IranThe augmented Lagrangian method can be used for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems. The augmented Lagrangian objective function of a stochastic linear problem is not twice differentiable which precludes the use of a Newton method. In this paper, we apply the smoothing techniques and a fast Newton-Armijo algorithm for solving an unconstrained smooth reformulation of this problem. Computational results and comparisons are given to show the effectiveness and speed of the algorithm.http://dx.doi.org/10.1155/2013/735916
spellingShingle Saeed Ketabchi
Malihe Behboodi-Kahoo
Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
Journal of Applied Mathematics
title Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
title_full Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
title_fullStr Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
title_full_unstemmed Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
title_short Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
title_sort smoothing techniques and augmented lagrangian method for recourse problem of two stage stochastic linear programming
url http://dx.doi.org/10.1155/2013/735916
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AT malihebehboodikahoo smoothingtechniquesandaugmentedlagrangianmethodforrecourseproblemoftwostagestochasticlinearprogramming