A Cutting Plane Approach for Chance Constrained Linear Programs

DOI10.1287/OPRE.39.5.776MaRDI QIDQ3988908zbMATH OpenOpenAlexFDO

Authors Jorge R. Vera, Andrés 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

zbMATH Keywords

random coefficientschance constrained programmingconvergent cutting plane algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cited in

(18)

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• Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
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• Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty
• Spatial uncertainty in harvest scheduling
• Solving generalized polynomial problem by using new affine relaxed technique
• A novel algorithm of stochastic chance-constrained linear programming and its application
• A novel optimization method for nonconvex quadratically constrained quadratic programs
• A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
• Application of robust optimization to the Sawmill planning problem
• Solving chance-constrained combinatorial problems to optimality
• Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm
• Forest management challenges for operational researchers
• Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs
• Stochastic optimization models in forest planning: a progressive hedging solution approach
• Genetic algorithm based technique for solving chance constrained problems

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