DC FieldValueLanguage
dc.contributor.authorIvanov, Sergeyen
dc.contributor.authorKibzun, Andreyen
dc.contributor.authorMladenović, Nenaden
dc.contributor.authorUrošević, Draganen
dc.date.accessioned2020-05-01T20:13:52Z-
dc.date.available2020-05-01T20:13:52Z-
dc.date.issued2019-07-15en
dc.identifier.issn0925-5001en
dc.identifier.urihttp://researchrepository.mi.sanu.ac.rs/handle/123456789/1759-
dc.description.abstractWe consider the stochastic linear programming problem with quantile criterion and continuous distribution of random parameters. Using the sample approximation, we obtain a stochastic programming problem with discrete distribution of random parameters. It is known that the solution to this problem provides an approximate solution to the problem with continuous random parameters if the size of the sample is large enough. Applying the confidence method, we reduce the problem to a mixed integer programming problem, which is linear with respect to continuous variables. Integer variables determine confidence sets, and we describe the structure of the optimal confidence set. This property allows us to take into account only confidence sets that may be optimal. To find an approximate solution to the problem, we suggest a modification of the variable neighborhood search and determine structures of neighborhoods used in the search. Also, we discuss a method to find a good initial solution and give results of numerical experiments. We apply the developed algorithm to solve a problem of optimization of a hospital budget.en
dc.publisherSpringer Link-
dc.relation.ispartofJournal of Global Optimizationen
dc.subjectQuantile criterion | Sample average approximation | Stochastic programming | Variable neighborhood searchen
dc.titleVariable neighborhood search for stochastic linear programming problem with quantile criterionen
dc.typeArticleen
dc.identifier.doi10.1007/s10898-019-00773-2en
dc.identifier.scopus2-s2.0-85064606643en
dc.relation.firstpage549en
dc.relation.lastpage564en
dc.relation.issue3en
dc.relation.volume74en
dc.description.rankM21-
item.cerifentitytypePublications-
item.openairetypeArticle-
item.fulltextNo Fulltext-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
crisitem.author.orcid0000-0001-6655-0409-
crisitem.author.orcid0000-0003-3607-6704-
Show simple item record

SCOPUSTM   
Citations

4
checked on Jul 12, 2024

Page view(s)

84
checked on May 9, 2024

Google ScholarTM

Check

Altmetric

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.