A heuristic algorithm for a chance constrained stochastic program

DOI10.1016/J.EJOR.2005.08.008MaRDI QIDQ2432880zbMATHOpenAlexFDO

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

zbMATH Keywords

heuristicsnonlinear programmingchance constraintsnonlinear Knapsack problem

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

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Cited in

(6)

• An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems
• A class of mix design problems: formulation, solution methods and applications
• Chapter 9: An MPEC based heuristic
• 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

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