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A Cutting Plane Approach for Chance Constrained Linear ...
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由 A Weintraub 著作1991被引用 76 次 — One approach for solving linear programs with random coefficients is chance constrained programming. For the case where the technical coefficients are ...
A Cutting Plane Approach for Chance Constrained Linear ...
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One approach for solving linear programs with random coefficients is chance constrained programming. For the case where the technical coefficients are ...
a cutting plane approach for chance constrained
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由 A Weintraub 著作1991被引用 76 次 — First, note that any additional linear constraints need not be considered in the steps of the algorithm; they must obviously be present in all linear programs.
A Cutting Plane Approach for Chance Constrained Linear Programs ...
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One approach for solving linear programs with random coefficients is chance constrained programming. For the case where the technical coefficients are ...
A Cutting Plane Approach for Chance Constrained
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Chance constrained programming is one approach for solving linear programs with random coefficients. For the case where the technical coefficients are ...
A Cutting Plane Approach for Chance Constrained Linear ...
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A convergent cutting plane algorithm is presented to solve the equivalent nonlinear program, which takes advantage of the characteristics of the problem and ...
A CUTTING PLANE APPROACH FOR CHANCE ...
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由 A Weintraub 著作1991被引用 76 次 — Page 1. Page 2. Page 3. Page 4. Page 5. Page 6. Page 7. Page 8. Page 9. Page 10. Page 11. Copyright 1991, by INFORMS, all rights reserved.
A cutting-plane solution for chance-constrained unit ...
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We formulate the SCCUC as a mixed-integer, second-order cone problem that limits the probability of failure. We develop a Benders decomposition algorithm to ...
Cutting plane algorithms and state space constrained ...
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由 KC Kapur 著作1970被引用 15 次 — In this paper an algorithm is proposed for solving continuous linear optimal control systems with state space constraints by solving a sequence of linear ...
A cutting plane approach for chance constrained linear programs ...
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Weintraub A., Vera J. (1991). A cutting plane approach for chance constrained linear programs. Revista : Operations Research Volumen : 39. Páginas : 5