Tractable algorithms for chance-constrained combinatorial problems
نویسندگان
چکیده
منابع مشابه
Tractable algorithms for chance-constrained combinatorial problems
This paper aims at proposing tractable algorithms to find effectively good solutions to large size chance-constrained combinatorial problems. A new robust model is introduced to deal with uncertainty in mixed-integer linear problems. It is shown to be strongly related to chance-constrained programming when considering pure 0– 1 problems. Furthermore, its tractability is highlighted. Then, an op...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 2009
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro/2009010