Downloads: 47

Files in This Item:
File Description SizeFormat 
mfeku_45_4_26.pdf517.1 kBAdobe PDFView/Open
Title: An Algorithm for the Assignment Problem with Stochastic Side Constraints
Authors: MINE, Hisashi
FUKUSHIMA, Masao
ISHIKAWA, Kenji
SAWA, Isao
Issue Date: 31-Jan-1984
Publisher: Faculty of Engineering, Kyoto University
Journal title: Memoirs of the Faculty of Engineering, Kyoto University
Volume: 45
Issue: 4
Start page: 26
End page: 35
Abstract: In this paper, we consider the assignment problem with stochastic side constraints, and propose a practical algorithm for solving it. Such a problem may arise, for example, when the assignment requires some scarce resources and the total amounts of those resources are subject to a random variation. Therefore, the problem seems quite general and significant in practice. This algorithm takes a special structure of the problem into account, and may be regarded as a heuristic modification of the method for two-stage linear programming under uncertainty. Although we cannot guarantee that the solution obtained by the proposed algorithm will coincide with the true optimal solution of the problem, our limited computational experience on small test problems indicates that good approximate solutions can be obtained in a fairly small computation time.
URI: http://hdl.handle.net/2433/281255
Appears in Collections:Vol.45 Part 4

Show full item record

Export to RefWorks


Export Format: 


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