A NOTE ON SOME STOCHASTIC APPROACHES TO NONSTOCHASTIC DISCRETE PROGRAMMING.
Abstract
Some ways are proposed for assigning 'best' probabilities to the values assumed by the variables of a deterministic integer linear programming problem. Our results, which can be used in the framework of the Reiter and Rice discrete optimization procedure and the Graves and Whinston confidence level procedure, also give meaningful conditional probabilities and suggest other stochastic approaches to discrete linear programming. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1967
- Accession Number
- AD0657431
Entities
People
- Fred Glover
Organizations
- Carnegie Institute of Technology