메뉴 건너뛰기




Volumn 38, Issue 6, 2010, Pages 545-549

Easy distributions for combinatorial optimization problems with probabilistic constraints

Author keywords

Combinatorial optimization; Probabilistic constraint; Stochastic programming

Indexed keywords

BINARY VARIABLES; COMBINATORIAL OPTIMIZATION PROBLEMS; LINEAR CONSTRAINTS; PROBABILISTIC CONSTRAINTS; STRICTLY STABLE;

EID: 77958084059     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2010.09.005     Document Type: Article
Times cited : (9)

References (39)
  • 1
    • 0036198123 scopus 로고    scopus 로고
    • Approximations on the aggregate mpeg video traffic and their impact on admission control
    • F. Alagz Approximations on the aggregate mpeg video traffic and their impact on admission control Turk. J. Electr. Eng. 10 1 2002 73 84
    • (2002) Turk. J. Electr. Eng. , vol.10 , Issue.1 , pp. 73-84
    • Alagz, F.1
  • 2
    • 33947578466 scopus 로고    scopus 로고
    • Provisioning virtual private networks under traffic uncertainty
    • A. Altin, E. Amaldi, P. Belotti, and M.. Pinar Provisioning virtual private networks under traffic uncertainty Networks 49 1 2007 100 115
    • (2007) Networks , vol.49 , Issue.1 , pp. 100-115
    • Altin, A.1    Amaldi, E.2    Belotti, P.3    Pinar, M.4
  • 3
    • 4544221680 scopus 로고    scopus 로고
    • Telecommunication network capacity design for uncertain demand
    • R. Andrade, A. Lisser, N. Maculan, and G. Plateau Telecommunication network capacity design for uncertain demand Comput. Optim. Appl. 29 2 2004 127 146
    • (2004) Comput. Optim. Appl. , vol.29 , Issue.2 , pp. 127-146
    • Andrade, R.1    Lisser, A.2    MacUlan, N.3    Plateau, G.4
  • 4
    • 0034156185 scopus 로고    scopus 로고
    • Using branch-and-price-and-cut to solve origin-destination integer multicommodity flow problems
    • C. Barnhart, C.A. Hane, and P.H. Vance Using branch-and-price-and-cut to solve origin-destination integer multicommodity flow problems Oper. Res. 48 2 2000 318 326
    • (2000) Oper. Res. , vol.48 , Issue.2 , pp. 318-326
    • Barnhart, C.1    Hane, C.A.2    Vance, P.H.3
  • 5
    • 56749160634 scopus 로고    scopus 로고
    • A probabilistic model applied to emergency service vehicle location
    • P. Beraldi, and M.E. Bruni A probabilistic model applied to emergency service vehicle location European J. Oper. Res. 196 1 2009 323 331
    • (2009) European J. Oper. Res. , vol.196 , Issue.1 , pp. 323-331
    • Beraldi, P.1    Bruni, M.E.2
  • 6
    • 77952541602 scopus 로고    scopus 로고
    • An exact approach for solving integer problem under probabilistic constraints with random technology matrix
    • P. Beraldi, and M.E. Bruni An exact approach for solving integer problem under probabilistic constraints with random technology matrix Ann. Oper. Res. 177 2010 127 137
    • (2010) Ann. Oper. Res. , vol.177 , pp. 127-137
    • Beraldi, P.1    Bruni, M.E.2
  • 7
    • 0036592120 scopus 로고    scopus 로고
    • A branch and bound method for stochastic integer problems under probabilistic constraints
    • P. Beraldi, and A. Ruszczynski A branch and bound method for stochastic integer problems under probabilistic constraints Optim. Methods Softw. 17 2002 359 382
    • (2002) Optim. Methods Softw. , vol.17 , pp. 359-382
    • Beraldi, P.1    Ruszczynski, A.2
  • 8
    • 0036878896 scopus 로고    scopus 로고
    • The probabilistic set-covering problem
    • P. Beraldi, and A. Ruszczynski The probabilistic set-covering problem Oper. Res. 50 6 2002 956 967
    • (2002) Oper. Res. , vol.50 , Issue.6 , pp. 956-967
    • Beraldi, P.1    Ruszczynski, A.2
  • 9
    • 13544259564 scopus 로고    scopus 로고
    • Beam search heuristic to solve stochastic integer problems under probabilistic constraints
    • P. Beraldi, and A. Ruszczynski Beam search heuristic to solve stochastic integer problems under probabilistic constraints European J. Oper. Res. 167 1 2005 35 47
    • (2005) European J. Oper. Res. , vol.167 , Issue.1 , pp. 35-47
    • Beraldi, P.1    Ruszczynski, A.2
  • 10
    • 0345402695 scopus 로고    scopus 로고
    • Facility location problems with stochastic demands and congestion
    • O. Berman, and D. Krass Facility location problems with stochastic demands and congestion Z. Drezner, H.W. Hamacher, Facility Location: Applications and Theory 2004 Springer 329 371 (Chapter 11)
    • (2004) Facility Location: Applications and Theory , pp. 329-371
    • Berman, O.1    Krass, D.2
  • 11
    • 77954421754 scopus 로고    scopus 로고
    • Algorithms and software for convex mixed integer nonlinear programs
    • Computer Sciences Department, University of Wisconsin-Madison
    • P. Bonami, M. Kilinc, J. Linderoth, Algorithms and software for convex mixed integer nonlinear programs, Tech. Report 1664, Computer Sciences Department, University of Wisconsin-Madison, 2009.
    • (2009) Tech. Report 1664
    • Bonami, P.1    Kilinc, M.2    Linderoth, J.3
  • 12
    • 33845679809 scopus 로고    scopus 로고
    • Distributionally robust chance-constrained linear programs with applications
    • G. Calafiore, and L. El Ghaoui Distributionally robust chance-constrained linear programs with applications J. Optim. Theory Appl. 130 1 2006 1 22
    • (2006) J. Optim. Theory Appl. , vol.130 , Issue.1 , pp. 1-22
    • Calafiore, G.1    El Ghaoui, L.2
  • 13
    • 84867930102 scopus 로고    scopus 로고
    • Bounds for probabilistic integer programming problems
    • D. Dentcheva, A. Prkopa, and A. Ruszczynski Bounds for probabilistic integer programming problems Discrete Appl. Math. 124 13 2002 55 65
    • (2002) Discrete Appl. Math. , vol.124 , Issue.13 , pp. 55-65
    • Dentcheva, D.1    Prkopa, A.2    Ruszczynski, A.3
  • 15
    • 0141664156 scopus 로고    scopus 로고
    • Review of nonlinear mixed-integer and disjunctive programming techniques
    • I.E. Grossmann Review of nonlinear mixed-integer and disjunctive programming techniques Optim. Eng. 3 26 2002 227 252
    • (2002) Optim. Eng. , vol.3 , Issue.26 , pp. 227-252
    • Grossmann, I.E.1
  • 16
    • 61549083420 scopus 로고    scopus 로고
    • Improved compact linearizations for the unconstrained quadratic 01 minimization problem
    • P. Hansen, and C. Meyer Improved compact linearizations for the unconstrained quadratic 01 minimization problem Discrete Appl. Math. 157 2009 1267 1290
    • (2009) Discrete Appl. Math. , vol.157 , pp. 1267-1290
    • Hansen, P.1    Meyer, C.2
  • 18
    • 53349108647 scopus 로고    scopus 로고
    • Convexity of chance constraints with independent random variables
    • R. Henrion, and C. Strugarek Convexity of chance constraints with independent random variables Comput. Optim. Appl. 41 2008 263 276
    • (2008) Comput. Optim. Appl. , vol.41 , pp. 263-276
    • Henrion, R.1    Strugarek, C.2
  • 19
    • 0000941310 scopus 로고
    • A stochastic programming model
    • S. Kataoka A stochastic programming model Econometrica 31 1/2 1963 181 196
    • (1963) Econometrica , vol.31 , Issue.1-2 , pp. 181-196
    • Kataoka, S.1
  • 21
    • 77950517984 scopus 로고    scopus 로고
    • Solving chance-constrained combinatorial problems to optimality
    • O. Klopfenstein Solving chance-constrained combinatorial problems to optimality Comput. Optim. Appl. 45 3 2010 607 638
    • (2010) Comput. Optim. Appl. , vol.45 , Issue.3 , pp. 607-638
    • Klopfenstein, O.1
  • 22
    • 77958086315 scopus 로고    scopus 로고
    • Valid inequalities for a robust knapsack polyhedron-application to the robust bandwidth packing problem
    • in press
    • O. Klopfenstein, D. Nace, Valid inequalities for a robust knapsack polyhedron-application to the robust bandwidth packing problem, Networks (2010) (in press).
    • (2010) Networks
    • Klopfenstein, O.1    Nace, D.2
  • 23
    • 34247471788 scopus 로고    scopus 로고
    • An efficient trajectory method for probabilistic productioninventory- distribution problems
    • M.A. Lejeune, and A. Ruszczynski An efficient trajectory method for probabilistic productioninventory-distribution problems Oper. Res. 55 2 2007 378 394
    • (2007) Oper. Res. , vol.55 , Issue.2 , pp. 378-394
    • Lejeune, M.A.1    Ruszczynski, A.2
  • 24
    • 0012806894 scopus 로고    scopus 로고
    • Capacity planning under uncertain demand in telecommunication networks
    • A. Lisser, A. Ouorou, J.-P. Vial, J. Gondzio, Capacity planning under uncertain demand in telecommunication networks, Tech. report, 1999.
    • (1999) Tech. Report
    • Lisser, A.1    Ouorou, A.2    Vial, J.-P.3    Gondzio, J.4
  • 25
    • 67649566847 scopus 로고    scopus 로고
    • A sample approximation approach for optimization with probabilistic constraints
    • J. Luedtke, and S. Ahmed A sample approximation approach for optimization with probabilistic constraints SIAM J. Optim. 19 2 2008 674 699
    • (2008) SIAM J. Optim. , vol.19 , Issue.2 , pp. 674-699
    • Luedtke, J.1    Ahmed, S.2
  • 26
    • 0033871341 scopus 로고    scopus 로고
    • Variance of aggregated web traffic
    • R. Morris, D. Lin, Variance of aggregated web traffic, in: Proceedings of INFOCOM, 2000, pp. 360366.
    • (2000) Proceedings of INFOCOM , pp. 360-366
    • Morris, R.1    Lin, D.2
  • 28
    • 70350168782 scopus 로고    scopus 로고
    • Sample average approximation method for chance constrained programming: Theory and applications
    • B. Pagnoncelli, S. Ahmed, and A. Shapiro Sample average approximation method for chance constrained programming: theory and applications J. Optim. Theory Appl. 142 2009 399 416
    • (2009) J. Optim. Theory Appl. , vol.142 , pp. 399-416
    • Pagnoncelli, B.1    Ahmed, S.2    Shapiro, A.3
  • 30
    • 0000162752 scopus 로고    scopus 로고
    • An integer programming approach to the bandwidth packing problem
    • K. Park, S. Kang, and S. Park An integer programming approach to the bandwidth packing problem Manage. Sci. 42 9 1996 1277 1291
    • (1996) Manage. Sci. , vol.42 , Issue.9 , pp. 1277-1291
    • Park, K.1    Kang, S.2    Park, S.3
  • 32
    • 0001315699 scopus 로고
    • Dual method for a one-stage stochastic programming with random rhs obeying a discrete probability distribution
    • A. Prkopa Dual method for a one-stage stochastic programming with random rhs obeying a discrete probability distribution Z. Oper. Res. 34 1990 441 461
    • (1990) Z. Oper. Res. , vol.34 , pp. 441-461
    • Prkopa, A.1
  • 35
    • 67349234083 scopus 로고    scopus 로고
    • MIP reformulations of the probabilistic set covering problem
    • A. Saxena, V. Goyal, and M.A. Lejeune MIP reformulations of the probabilistic set covering problem Math. Program. 121 1 2009 1 31
    • (2009) Math. Program. , vol.121 , Issue.1 , pp. 1-31
    • Saxena, A.1    Goyal, V.2    Lejeune, M.A.3
  • 38
    • 33745717176 scopus 로고    scopus 로고
    • A stochastic generalized assignment problem
    • Atlanta, GA, 19-22 October
    • D. Spoerl, R.K. Wood, A stochastic generalized assignment problem, INFORMS Annual Meeting, Atlanta, GA, 1922 October, 2003.
    • (2003) INFORMS Annual Meeting
    • Spoerl, D.1    Wood, R.K.2
  • 39
    • 0002041932 scopus 로고
    • Minimum-cost cattle feed under probabilistic protein constraints
    • C. van de Panne, and W. Popp Minimum-cost cattle feed under probabilistic protein constraints Manag. Sci. 9 3 1963 405 430
    • (1963) Manag. Sci. , vol.9 , Issue.3 , pp. 405-430
    • Van De Panne, C.1    Popp, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.