A Cutting Plane Approach for Chance Constrained Linear Programs
From MaRDI portal
Publication:3988908
DOI10.1287/opre.39.5.776zbMath0744.90065OpenAlexW2114556249MaRDI QIDQ3988908
Jorge R. Vera, Andrés P. Weintraub
Publication date: 28 June 1992
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.39.5.776
Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (14)
Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty ⋮ Solving generalized polynomial problem by using new affine relaxed technique ⋮ On subspace properties of the quadratically constrained quadratic program ⋮ A linear approximation method for solving a special class of the chance constrained programming problem ⋮ Fifty years of operational research in forestry ⋮ A novel optimization method for nonconvex quadratically constrained quadratic programs ⋮ Application of robust optimization to the Sawmill planning problem ⋮ Genetic algorithm based technique for solving chance constrained problems ⋮ Solving chance-constrained combinatorial problems to optimality ⋮ Lagrangian decomposition of block-separable mixed-integer all-quadratic programs ⋮ Stochastic optimization models in forest planning: a progressive hedging solution approach ⋮ Spatial uncertainty in harvest scheduling ⋮ Forest management challenges for operational researchers ⋮ An interval nonlinear program for the planning of waste management systems with economies-of-scale effects -- a case study for the region of Hamilton, Ontario, Canada
This page was built for publication: A Cutting Plane Approach for Chance Constrained Linear Programs