A heuristic algorithm for a chance constrained stochastic program
From MaRDI portal
Publication:2432880
DOI10.1016/J.EJOR.2005.08.008zbMATH Open1137.90624OpenAlexW1965042706MaRDI QIDQ2432880FDOQ2432880
Authors: Concetta A. Depaolo, David J. jun. Rader 
Publication date: 25 October 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2005.08.008
Recommendations
- Scalable heuristics for a class of chance-constrained stochastic programs
- A polynomial-time algorithm for a nonconvex chance-constrained program under the normal approximation
- scientific article; zbMATH DE number 686898
- A novel algorithm of stochastic chance-constrained linear programming and its application
- A genetic algorithm for chance constrained programming
Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)
Cites Work
- On the solution of concave knapsack problems
- Title not available (Why is that?)
- Chance Constraints and Normal Deviates
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- When the Greedy Solution Solves a Class of Knapsack Problems
- The nonlinear knapsack problem - algorithms and applications
- Algorithms for separable nonlinear resource allocation problems
- Simple Ranking Methods for Allocation of One Resource
- Title not available (Why is that?)
- Lower and Upper Bounds for the Allocation Problem and Other Nonlinear Optimization Problems
- The Nonlinear Resource Allocation Problem
- A pegging algorithm for the nonlinear resource allocation problem
- An interior-point algorithm for nonconvex nonlinear programming
- A note on adapting methods for continuous global optimization to the discrete case
- A nonlinear knapsack problem
- A note on a general nonlinear knapsack problem
- Fixed-charge continuous knapsack problems and pseudogreedy solutions
- A Solution Strategy for a Class of Nonlinear Knapsack Problems
- On the optimality of the greedy solutions of the general knapsack problems
- Title not available (Why is that?)
- A total-value greedy heuristic for the integer knapsack problem
Cited In (6)
- Chapter 9: An MPEC based heuristic
- An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems
- A heuristic algorithm for the optimization of a retrial system with Bernoulli vacation
- Second order conic approximation for disassembly line design with joint probabilistic constraints
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- A class of mix design problems: formulation, solution methods and applications
This page was built for publication: A heuristic algorithm for a chance constrained stochastic program
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2432880)
