An experimental sequential solution procedure to stochastic linear programming problems with 0–1 variables

DOI10.1080/00207728408926625MaRDI QIDQ3335534zbMATH OpenOpenAlexFDO

Authors Reuven R. Levary

Publication date 1984

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728408926625

zbMATH Keywords

stochastic linear programmingsequential solution procedure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15) Boolean programming (90C09)

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Cites work

• A New Model for Stochastic Linear Programming
• An experimental solution of the general stochastic programming problem
• Budget Constrained Optimization of Simulation Models via Estimation of Their Response Surfaces
• Chance-constrained programming
• Heuristic 0-1 Linear Programming: An Experimental Comparison of Three Methods
• The Probability Distribution Function of the Optimum of a 0-1 Linear Program with Randomly Distributed Coefficients of the Objective Function and the Right-Hand Side

Cited in

(2)

• scientific article; zbMATH DE number 3995456 (Why is no real title available?)
• scientific article; zbMATH DE number 4193454 (Why is no real title available?)

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