A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C11 / rank | |||
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| Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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| Property / zbMATH DE Number: 6336103 / rank | |||
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stochastic programming | |||
| Property / zbMATH Keywords: stochastic programming / rank | |||
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integer programming | |||
| Property / zbMATH Keywords: integer programming / rank | |||
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chance constraints | |||
| Property / zbMATH Keywords: chance constraints / rank | |||
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probabilistic constraints | |||
| Property / zbMATH Keywords: probabilistic constraints / rank | |||
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decomposition | |||
| Property / zbMATH Keywords: decomposition / rank | |||
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Revision as of 16:56, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support |
scientific article |
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A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (English)
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29 August 2014
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stochastic programming
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integer programming
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chance constraints
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probabilistic constraints
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decomposition
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