Accession Number:

ADA361698

Title:

Two-Stage Stochastic Linear Programming with Recourse: A Characterization of Local Regions using Response Surface Methodology

Descriptive Note:

Master's thesis

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSONAFB OH SCHOOL OF ENGINEERING

Personal Author(s):

Report Date:

1999-03-01

Pagination or Media Count:

93.0

Abstract:

The LP recourse problem applies to two-stage optimization problems where uncertainty in resource availability of the second stage hinders informed decision making. The recourse function affords a way to compensate later for an error in prediction now. The literature provides a rich body of work on the optimization of such problems, but little research has been accomplished regarding the characterization of the surface in the local region of optimality, in particular sensitivity analysis. A decision maker faced with considerations other than the modeled objective function must be presented with a way to estimate the impact of operating at non-optimal decision variable values. This work develops and demonstrates a technique for characterizing the surface using response surface methodology. Specifically, the flexibility and utility of RSM techniques applied to this class of problems is demonstrated, and a methodology for characterizing the surface in the local region using a low-order polynomial is developed.

Subject Categories:

  • Computer Programming and Software
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE