A DUAL-BASED PROCEDURE FOR STOCHASTIC FACILITY LOCATION
成果类型：
Article
署名作者：
LOUVEAUX, FV; PEETERS, D
署名单位：
Universite Catholique Louvain
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.40.3.564
发表日期：
1992
页码：
564-573
关键词：
摘要：
In this paper, we study how the uncapacitated facility location problem is transformed into a two-stage stochastic program with recourse when uncertainty on demand, selling prices, production and transportation costs are introduced. We then present a dual-based procedure and indicate how the dual-descent and primal-dual adjustment procedures proposed by D. Erlenkotter (1978) in the static case can be made monotonically improving in the stochastic case. Results of computer experiments are reported.