Compound dynamic constraint of stochastic optimization model and algorithm

Proceedings of the 2008 International Conference on Wavelet Analysis and Pattern Recognition, ICWAPR

Volumn 2, Issue , 2008, Pages 783-787

  Zhou, Lei ^a   Li, Fa Chao ^a  

^a HEBEI UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Chance constrained programming; Convex programming; Dynamic criterion function; Stochastic optimization

Indexed keywords

CONSTRAINT THEORY; FEATURE EXTRACTION; OPTIMIZATION; PATTERN RECOGNITION; PROBABILITY DENSITY FUNCTION; PROGRAMMING THEORY; SITE SELECTION; STOCHASTIC MODELS; WAVELET ANALYSIS; WAVELET TRANSFORMS;

CHANCE CONSTRAINED; CHANCE CONSTRAINED PROGRAMMING; CONVEX PROGRAMMING; CONVEX PROGRAMMINGS; DYNAMIC CONSTRAINTS; EXPECTATION AND VARIANCES; NEW MODELS; OBJECTIVE FUNCTIONS; STOCHASTIC OPTIMIZATION; STOCHASTIC OPTIMIZATION MODELS; STOCHASTIC OPTIMIZATIONS;

CONSTRAINED OPTIMIZATION;

EID: 56749177811     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICWAPR.2008.4635883     Document Type: Conference Paper

References (15)

1. Charnes. A., Cooper. W. W., "Chance-constrained progrsmming". Management Science, Vol.6, No.1, pp. 73-79, 1959.
2. Iwamura. K, Liu. B., "A genetic algorithm for chance constrained programming", Journal of Information & Optimization Sciences, Vol.17, No.2, pp. 40-47, 1996.
3. Kall. P. Stochastic Linear Programming, John Wiley & Sons, 1994.
4. Baoding Liu, Esogbue A.O. Fuzzy criterion dynamic programming for open inventory networks, Technical Report, 1996.
5. Keown. A.J., Martin. J.D. "A chance constrained goal programming model for working capital management", Engng Econ., Vol.22, pp. 153-174, 1977.
6. Keown. A.J., Taylor. B.W. "A chance-constrained integer goal programming model for capital budgeting in the production area", Journal of the Operational Research Society, Vol.31, No.7, pp. 579-589, 1980.
7. De. P.K., Acharya. J.L., Vila. M.A. "A chance constrained goal programming model for capital budgeting", Journal of the Operational Research Society, Vol.33, pp. 635-638, 1982.
8. Baoding Liu, "Dependent-chance programming: A class of stochastic programming", Computers and Mathematics with Applications, Vol.34, No.12, pp. 89-104, 1997.
9. Baoding Liu, Ku. C. "Dependent-chance goal programming and an application", Journal of Systems Engineering & Electronics, Vol.4, No.2, pp. 40-47, 1993.
10. Baoding Liu, Ku. C. "Dependent-chance goal programming and its genetic algorithm based approach", Mathematical and Computer Modelling, Vol.24, No.7, pp. 43-52, 1996.
11. Baoding Liu, Iwamura K. "Modelling stochastic decision systems using dependent-chance programming", European Journal of Operational Research, Vol. 101, No. 1, pp. 193-203, 1997.
12. Baoding Liu, Iwamura K. "Chance constrained programming with fuzzy parameters", Fuzzy Sets and System, Vol.94, No.2, pp. 227-237, 1998.
13. Baoding Liu, Iwamura K. "A note on chance constrained programming with fuzzy codfficients", To appear in Fuzzy Sets and Systems, 1998.
14. Baoding Liu, Iwamura K. "Fuzzy programming with fuzzy decisions and fuzzy simulation based evolutionary algorithm", Technical Report, 1997.
15. Baoding Liu,Ruiqing Zhao. Stochastic programming and fuzzy programming. Tsinghua University press, BeiJing, 1998.