The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

The Generalized Transportation Problem (GTP) allows us to model situations where the amount of goods leaving the supply points is not equal to the amount delivered to the destina-tions (this is the case e.g. when fragile or perishable goods are transported or complaints may occur). In this...

We show that the simplex method can be interpreted as a cutting-plane method, assuming that a special pricing rule is used. This approach is motivated by the recent success of the cutting-plane method in the solution of special stochastic programming problems. We focus on the special linear...

We consider nonlinear stochastic optimization problems with probabilistic constraints. The concept of a p-efficient point of a probability distribution is used to derive equivalent problem formulations, and necessary and sufficient optimality conditions. We analyze the dual functional and its...

We consider nonlinear stochastic optimization problems with probabilistic constraints. The concept of a p-efficient point of a probability distribution is used to derive equivalent problem formulations, and necessary and sufficient optimality conditions. We analyze the dual functional and its...

We consider a project scheduling problem where the precedence constraints graph is an out-tree. The processing times can be compressed by using additional resources, which causes cost and simultaneously reduces the processing times of jobs. The objective is to minimize the sum of total lateness...