CLASS OF NONLINEAR CHANCE-CONSTRAINED PROGRAMMING MODELS WITH JOINT CONSTRAINTS

被引：7

作者：

JAGANNATHAN, R

RAO, MR

机构：

[1] COLUMBIA UNIV, NEW YORK, NY 10027 USA

[2] UNIV ROCHESTER, ROCHESTER, NY 14627 USA

来源：

OPERATIONS RESEARCH | 1973年 / 21卷 / 01期

关键词：

D O I：

10.1287/opre.21.1.360

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：360 / 364

页数：5

共 10 条

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[2] CHANCE-CONSTRAINED PROGRAMMING [J].

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[3] DETERMINISTIC EQUIVALENTS FOR OPTIMIZING AND SATISFICING UNDER CHANCE CONSTRAINTS [J].

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OPERATIONS RESEARCH, 1963, 11 (01) :18-39

[4] COMPUTATIONAL ALGORITHM FOR THE SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUE FOR NONLINEAR-PROGRAMMING [J].

FIACCO, AV ;

MCCORMICK, GP .

MANAGEMENT SCIENCE, 1964, 10 (04) :601-617

[5] THE SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUE FOR NONLINEAR-PROGRAMMING, A PRIMAL-DUAL METHOD [J].

FIACCO, AV ;

MCCORMICK, GP .

MANAGEMENT SCIENCE, 1964, 10 (02) :360-366

[6] THE CUTTING-PLANE METHOD FOR SOLVING CONVEX PROGRAMS [J].

KELLEY, JE .

JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1960, 8 (04) :703-712

[7] CHANCE CONSTRAINED PROGRAMMING WITH JOINT CONSTRAINTS [J].

MILLER, BL ;

WAGNER, HM .

OPERATIONS RESEARCH, 1965, 13 (06) :930-&

[8]

ROSEN JB, 1960, J SOC IND APPL MATH, V8, P703

[9]

Schoenberg IJ, 1951, J ANAL MATH, V1, P331, DOI 10.1007/BF02790092

[10]

WOLFE P, 1967, NONLINEAR PROGRAMMIN

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