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A heuristic algorithm for a chance constrained stochastic program

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  • DePaolo, Concetta A.
  • Rader, David Jr.
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  • DePaolo, Concetta A. & Rader, David Jr., 2007. "A heuristic algorithm for a chance constrained stochastic program," European Journal of Operational Research, Elsevier, vol. 176(1), pages 27-45, January.
    • Handle: RePEc:eee:ejores:v:176:y:2007:i:1:p:27-45
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    References listed on IDEAS

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    1. Dorit S. Hochbaum, 1994. "Lower and Upper Bounds for the Allocation Problem and Other Nonlinear Optimization Problems," Mathematics of Operations Research, INFORMS, vol. 19(2), pages 390-409, May.
    2. Paul H. Zipkin, 1980. "Simple Ranking Methods for Allocation of One Resource," Management Science, INFORMS, vol. 26(1), pages 34-43, January.
    3. Muralidharan S. Kodialam & Hanan Luss, 1998. "Algorithms for Separable Nonlinear Resource Allocation Problems," Operations Research, INFORMS, vol. 46(2), pages 272-284, April.
    4. Bretthauer, Kurt M. & Shetty, Bala, 2002. "The nonlinear knapsack problem - algorithms and applications," European Journal of Operational Research, Elsevier, vol. 138(3), pages 459-472, May.
    5. Averill, Richard F. & Lloyd Suttle, J., 1975. "A model for university enrollment planning," Socio-Economic Planning Sciences, Elsevier, vol. 9(6), pages 257-261, December.
    6. Kurt M. Bretthauer & Bala Shetty, 1995. "The Nonlinear Resource Allocation Problem," Operations Research, INFORMS, vol. 43(4), pages 670-683, August.
    7. M. J. Magazine & G. L. Nemhauser & L. E. Trotter, 1975. "When the Greedy Solution Solves a Class of Knapsack Problems," Operations Research, INFORMS, vol. 23(2), pages 207-217, April.
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    Cited by:

    1. Zheng, Xiaojin & Sun, Xiaoling & Li, Duan & Cui, Xueting, 2012. "Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs," European Journal of Operational Research, Elsevier, vol. 221(1), pages 38-48.
    2. Bentaha, Mohand Lounes & Battaïa, Olga & Dolgui, Alexandre & Hu, S. Jack, 2015. "Second order conic approximation for disassembly line design with joint probabilistic constraints," European Journal of Operational Research, Elsevier, vol. 247(3), pages 957-967.
    3. Charles, V. & Udhayakumar, A. & Rhymend Uthariaraj, V., 2010. "An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems," European Journal of Operational Research, Elsevier, vol. 201(2), pages 390-398, March.

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