A linear approximation method for solving a special class of the chance constrained programming problem

DOI10.1016/0377-2217(92)00437-PMaRDI QIDQ1129979zbMATH OpenOpenAlexFDO

Authors Zare M. Yahia, Ahmad Daneshmand

Publication date 5 November 1998

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

Full work available at URL https://doi.org/10.1016/0377-2217(92)00437-p

zbMATH Keywords

bicriterion linear programmingcompromise constraintset of nondominated solutions

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3148888 (Why is no real title available?)
• A Cutting Plane Approach for Chance Constrained Linear Programs
• A GENERALIZED CHANCE CONSTRAINT PROGRAMMING PROBLEM
• A Linear Approximation for Chance-Constrained Programming
• A Stochastic Programming Model
• Chance Constrained Programming with Joint Constraints
• Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables
• Chance-constrained programming
• Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint
• Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm
• Public Facilities Location Under Stochastic Demand
• Safety-First Rules under Chance-Constrained Linear Programming
• Selecting tolerances in chance-constrained programming: A multiple objective linear programming approach

Cited in

(12)

• Identification of optimal plans for municipal solid waste management in an environment of fuzziness and two-layer randomness
• A gradient algorithm for chance constrained nonlinear goal programming
• A new methodology for solving bi-criterion fractional stochastic programming
• A Linear Approximation for Chance-Constrained Programming
• A hybrid inexact-stochastic water management model
• Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
• A Cutting Plane Approach for Chance Constrained Linear Programs
• ISMISIP: an inexact stochastic mixed integer linear semi-infinite programming approach for solid waste management and planning under uncertainty
• Planning of municipal solid waste management systems under dual uncertainties: a hybrid interval stochastic programming approach
• Multistage scenario-based interval-stochastic programming for planning water resources allocation
• Analysis and comparisons of some solution concepts for stochastic programming problems
• Genetic algorithm based technique for solving chance constrained problems

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