Convexity and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints

DOI10.1287/MOOR.2015.0749zbMATH Open1338.90289OpenAlexW2181068997MaRDI QIDQ2806828FDOQ2806828

András Prékopa, Kunikazu Yoda

Publication date: 19 May 2016

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/30b1304f9c444900ab3d603e85a152eb6e40fed6

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zbMATH Keywords

chance constraintsconvexitystochastic programminglog-concavityprobabilistic constraintsmultidimensional 0-1 knapsack problem

Mathematics Subject Classification ID

Convex programming (90C25) Combinatorial optimization (90C27) Stochastic programming (90C15) Boolean programming (90C09)

Cites Work

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• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
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Cited In (3)

• Title not available (Why is that?)
• Cutting and packing problems under uncertainty: literature review and classification framework
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness

Uses Software

• KNITRO
• SNOPT
• CPLEX
• OR-Library
• GAMS
• NEOS

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