Abstract:This paper introduces a method which is developed to solve two-stage stochastic programming problems in which first-stage region is unbounded and cannot be solved using traditional decomposition. We are using our proposed L-shaped decomposition method modification to solve such problems. In order to achieve a more accurate result, the number of scenarios generated in the optimization process must be large enough. If there is a large number of target variables, optimization takes a long time and uses a lot of r… Show more
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