A SOLUTION PROCEDURE FOR A MODIFIED P-MODEL WITH SPECIAL REFERENCE TO MIXED-INTEGER PROGRAMMING.

Abstract

Charnes and Cooper distinguish three types of models: E model, V model and P-model of a chance-constrained programming, classified on the basis of the criterion function used. In this paper a modified P-model is formulated and it is shown how an approximate solution of such a problem can be obtained by solving a parametric convex quadratic programming problem. A mixed-integer programming problem is formulated as a modified P-model and the results are used in devising a solution procedure for any mixed-integer programming.

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1968
Accession Number
AD0684078

Entities

People

  • R. Jagannathan

Organizations

  • Carnegie Mellon University

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Integer Programming
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Quadratic Programming

Fields of Study

  • Mathematics

Readers

  • Operations Research