Mixed integer linear programming formulations for probabilistic constraints
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Publication:439901
DOI10.1016/J.ORL.2012.01.007zbMATH Open1245.90066OpenAlexW1997082657MaRDI QIDQ439901FDOQ439901
Authors: J. P. Vielma, S. Ahmed, G. L. Nemhauser 
Publication date: 17 August 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.01.007
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Cited In (14)
- On intersection of two mixing sets with applications to joint chance-constrained programs
- An Integer Programming Approach for Linear Programs with Probabilistic Constraints
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
- New reformulations for probabilistically constrained quadratic programs
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- An integer programming approach for linear programs with probabilistic constraints
- Incremental and encoding formulations for mixed integer programming
- Mixed integer linear programming formulation techniques
- On mixing sets arising in chance-constrained programming
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Problem-based optimal scenario generation and reduction in stochastic programming
- A linear programming approach for linear programs with probabilistic constraints
- A conflict-directed approach to chance-constrained mixed logical linear programming
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