A branch-reduce-cut algorithm for the gl
β
Myun-Seok Cheon; Shabbir Ahmed; Faiz Al-Khayyal
π
Article
π
2006
π
Springer-Verlag
π
English
β 292 KB
We consider probabilistically constrained linear programs with general distributions for the uncertain parameters. These problems involve non-convex feasible sets. We develop a branch-and-bound algorithm that searches for a global optimal solution to this problem by successively partitioning the non