A heuristic algorithm for a chance constrained stochastic program

European Journal of Operational Research

Volumn 176, Issue 1, 2007, Pages 27-45

  DePaolo, Concetta A ^a   Rader Jr , David J ^b  

^a INDIANA STATE UNIVERSITY   (United States)

^b ROSE HULMAN INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Chance constraints; Heuristics; Nonlinear knapsack problem; Nonlinear programming

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; FUNCTION EVALUATION; HEURISTIC METHODS; LINEAR EQUATIONS; NONLINEAR PROGRAMMING; PROBLEM SOLVING;

CHANCE CONSTRAINTS; HEURISTIC ALGORITHMS; LINEAR FUNCTIONS; NONLINEAR KNAPSACK PROBLEM; STOCHASTIC PROGRAMS;

STOCHASTIC PROGRAMMING;

EID: 33748981822     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2005.08.008     Document Type: Article

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