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

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Integer Programming
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Optimization
  • Probability

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Regression Analysis.