THE USE OF QUADRATIC PROGRAMMING IN STOCHASTIC LINEAR PROGRAMMING

Abstract

This paper presents a simple method of allowing for uncertainties in the constant terms (i.e. right hand sides) of a linear programming problem, and hence producing realistic 'safety margins' in the solution. This is done by fitting a mixture of uniform distributions to the assumed distributions of these right hand sides, and using a particular quadratic programming algorithm.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Aug 15, 1961
Accession Number
AD0604511

Entities

People

  • E. M. Beale

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Programming
  • Corporations
  • Equations
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematics
  • Method Of Moments
  • Operations Research
  • Parametric Programming
  • Probability
  • Probability Distributions
  • Quadratic Equations
  • Quadratic Programming
  • Random Variables
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Computer Science.
  • Statistical inference.