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A decomposition Algorithm for Solving Stochastic Multi-Level Large Scale Quadratic Programming Problem |
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PP: 1817-1822 |
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Author(s) |
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O. E. Emam,
S. A. Kholeif,
S. M. Azzam,
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Abstract |
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| We present a decomposition algorithm to solve a multi-level large scale quadratic programming problem with stochastic
parameters in the objective functions. In the first phase of the solution algorithm and to avoid the complexity of this problem, the
stochastic nature of the problem is converted into the equivalent crisp problem. In the second phase, Taylor series is combined with
a decomposition algorithm to obtain the optimal solution for this problem. An illustrative example is discussed to demonstrate the
correctness of the proposed solution method. |
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