A Linear Approximation for Chance-Constrained Programming

DOI10.2307/2581946MaRDI QIDQ3748080zbMATH OpenOpenAlexFDO

Authors David L. Olson, Scott R. Swenseth

Publication date 1987

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2581946

zbMATH Keywords

approximation formulaChance constraintsconflicting objectivesgoal programminglinear approximationmultiple-objective programmingproblems with varying degrees of uncertainty

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Linear programming (90C05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(24)

• Selecting tolerances in chance-constrained programming: A multiple objective linear programming approach
• On the Bayesability of chance-constrained programming problems
• A linear approximation method for solving a special class of the chance constrained programming problem
• Modeling uncertainties with chance constraints
• Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
• A bi-objective incomplete hub location-routing problem with flow shipment scheduling
• Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty
• Genetic algorithm based technique for solving chance constrained problems
• A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
• Chance constrained programming with some non-normal continuous random variables
• Modified chance constrained linear programming under uncertainty
• Chance-constrained programming
• On the average condition of random linear programs
• Approximations for chance-constrained programming problems
• Random linear programs with many variables and few constraints
• A Cutting Plane Approach for Chance Constrained Linear Programs
• Probabilistic Models for Linear Programming
• A conflict-directed approach to chance-constrained mixed logical linear programming
• Stochastic optimization for blending problem in brass casting industry
• A simulated annealing approach for reliability-based chance-constrained programming
• Decision-maker's preferences modeling in the stochastic goal programming
• Use of chance-constrained programming to account for stochastic variation in the A-matrix of large-scale linear programs: A forestry application
• Design of a facility layout problem in cellular manufacturing systems with stochastic demands

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