Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm

DOI10.1016/0377-2217(84)90289-3zbMath0532.90079OpenAlexW2024024745MaRDI QIDQ789325

Yrjö Seppälä, Tuomo Orpana

Publication date: 1984

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(84)90289-3

zbMATH Keywords

convergence analysisefficiencyaccuracyasymptotic errorexperimental studychance-constrained programming algorithm

Mathematics Subject Classification ID

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

Related Items (5)

The diversification of currency loans: A comparison between safety-first and mean-variance criteria ⋮ Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty ⋮ A linear approximation method for solving a special class of the chance constrained programming problem ⋮ Genetic algorithm based technique for solving chance constrained problems ⋮ Solving chance-constrained combinatorial problems to optimality

Cites Work

• Chance-Constrained Programming
• GOAL PROGRAMMING UNDER RISK
• A chance-constrained programming algorithm
• Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint

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