On the relationship between probabilistic constrained, disjunctive and multiobjective programming
نویسنده
چکیده
A probabilistic constrained stochastic programming model is formulated, where one term in the objective function, to be minimized, is the maximum of a finite or infinite number of linear functions. The model is reformulated as a finite or semiinfinite disjunctive programming problem. Duality relationships are established for both the original and the convexified problems. Numerical solution techniques are presented for both the finite and semi-infinite problems that provide us with lower and upper bounds for the optimum value.
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