An integer programming and decomposition approach to general chance-constrained mathematical programs
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Publication:3569824
DOI10.1007/978-3-642-13036-6_21zbMATH Open1285.90024OpenAlexW1812936472MaRDI QIDQ3569824FDOQ3569824
Authors: James Luedtke 
Publication date: 22 June 2010
Published in: Integer Programming and Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-13036-6_21
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- Cell-and-bound algorithm for chance constrained programs with discrete distributions
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- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- Mixed integer linear programming formulations for probabilistic constraints
- On the convexity of level-sets of probability functions
- Branch-and-cut approaches for chance-constrained formulations of reliable network design problems
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- A cutting plane method for risk-constrained traveling salesman problem with random arc costs
- Covering linear programming with violations
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- Application of the polyblock method to special integer chance constrained problem
- An exact approach for solving integer problems under probabilistic constraints with random technology matrix
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- Generalized differentiation of probability functions acting on an infinite system of constraints
- An exact algorithm for linear integer programming problems with distributionally robust chance constraints
- Chance-Constrained Binary Packing Problems
- A linear programming approach for linear programs with probabilistic constraints
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
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