A gradient algorithm for chance constrained nonlinear goal programming (Q1066812)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A gradient algorithm for chance constrained nonlinear goal programming |
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A gradient algorithm for chance constrained nonlinear goal programming (English)
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1985
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A modified gradient-type algorithm is proposed for nonlinear programming models arising in chance constrained programming. The algorithm utilizes the gradient of the constraints to identify an optimal feasible direction, then determines an optimal step length by linear search according to the priority structure of goals in the objective function. Some numerical examples are given to illustrate the convergence of the algorithm and its sensitivity to data variations in the form of minimal model preparational effort.
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goal programming
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modified gradient-type algorithm
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chance constrained programming
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optimal feasible direction
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optimal step length
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linear search
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convergence
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sensitivity
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