๐”– Bobbio Scriptorium
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Optimal Design with Probabilistic Objective and Constraints

โœ Scribed by Royset, Johannes O.; Der Kiureghian, Armen; Polak, Elijah


Book ID
118127138
Publisher
American Society of Civil Engineers
Year
2006
Tongue
English
Weight
185 KB
Volume
132
Category
Article
ISSN
0733-9399

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Easy distributions for combinatorial opt
โœ Bernard Fortz; Michael Poss ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 232 KB

We show how we can linearize individual probabilistic linear constraints with binary variables when all coefficients are independently distributed according to either N (ยต i , ฮปยต i ), for some ฮป > 0 and ยต i > 0, or ฮ“ (k i , ฮธ ) for some ฮธ > 0 and k i > 0. The constraint can also be linearized when t