A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints

DOI10.1016/j.orl.2013.08.008zbMath1287.90042OpenAlexW2034908516MaRDI QIDQ2450736

Abdel Lisser, Jianqiang Cheng

Publication date: 15 May 2014

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2013.08.008

zbMATH Keywords

stochastic programmingsemidefinite programmingjoint probabilistic constraints\(0\)-\(1\) linear programcompletely positive problems

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15)

Related Items (4)

Stochastic nonlinear resource allocation problem ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Chance constrained \(0-1\) quadratic programs using copulas ⋮ Bounds for probabilistic programming with application to a blend planning problem

Uses Software

• SeDuMi
• CPLEX
• OR-Library

Cites Work

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• Some NP-complete problems in quadratic and nonlinear programming
• Error Analysis for Convex Separable Programs: The Piecewise Linear Approximation and The Bounds on The Optimal Objective Value
• Chance-Constrained Programming with Joint Constraints
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Chance Constrained Programming with Joint Constraints

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