Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm

DOI10.1016/0377-2217(84)90289-3MaRDI QIDQ789325zbMATH OpenOpenAlexFDO

Authors Yrjö Seppälä, Tuomo Orpana

Publication date 1984

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(84)90289-3

zbMATH Keywords

efficiencyconvergence analysisaccuracyexperimental studyasymptotic errorchance-constrained programming algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15)

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Cites work

• A chance-constrained programming algorithm
• Chance-constrained programming
• Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint
• GOAL PROGRAMMING UNDER RISK

Cited in

(5)

• A linear approximation method for solving a special class of the chance constrained programming problem
• Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty
• Solving chance-constrained combinatorial problems to optimality
• The diversification of currency loans: A comparison between safety-first and mean-variance criteria
• Genetic algorithm based technique for solving chance constrained problems

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