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.
E. Emam, O.; A. Kholeif, S.; and M. Azzam, S.
"A decomposition Algorithm for Solving Stochastic Multi-Level Large Scale Quadratic Programming Problem,"
Applied Mathematics & Information Sciences: Vol. 09
, Article 62.
Available at: https://dc.naturalspublishing.com/amis/vol09/iss4/62