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Stochastic transportation problems and other newtork related convex problems

Author

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  • Leon Cooper
  • Larry J. Leblanc

Abstract

A class of convex programming problems with network type constraints is addressed and an algorithm for obtaining the optimal solution is described. The stochastic transportation problem (minimize shipping costs plus expected holding and shortage costs at demand points subject to limitations on supply) is shown to be amenable to the solution technique presented. Network problems whose objective function is non‐separable and network problems with side constraints are also shown to be solvable by the algorithm. Several large stochastic transportation problems with up to 15,000 variables and non‐negativity constraints and 50 supply constraints are solved.

Suggested Citation

  • Leon Cooper & Larry J. Leblanc, 1977. "Stochastic transportation problems and other newtork related convex problems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 24(2), pages 327-337, June.
    • Handle: RePEc:wly:navlog:v:24:y:1977:i:2:p:327-337
    DOI: 10.1002/nav.3800240211
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    Cited by:

    1. A. Karakitsiou & A. Migdalas, 2016. "Convex optimization problems in supply chain planning and their solution by a column generation method based on the Frank Wolfe method," Operational Research, Springer, vol. 16(3), pages 401-421, October.
    2. Abhijit Baidya & Uttam Kumar Bera, 2019. "New model for addressing supply chain and transport safety for disaster relief operations," Annals of Operations Research, Springer, vol. 283(1), pages 33-69, December.

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