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A Novel Algorithm of Stochastic Chance-Constrained Linear Programming and Its Application
Joint Authors
Ding, Xiaodong
Wang, Chengliang
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-09-07
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Abstract EN
The computation problem is discussed for the stochastic chance-constrained linear programming, and a novel direct algorithm, that is, simplex algorithm based on stochastic simulation, is proposed.
The considered programming problem in this paper is linear programming with chance constraints and random coefficients, and therefore the stochastic simulation is an important implement of the proposed algorithm.
By theoretical analysis, the theory basis of the proposed algorithm is obtained and, by numerical examples, the feasibility and validness of this algorithm are illustrated.
The detailed algorithm procedure is given, which is easily converted into the executable codes of software tools.
Then, we compare it with some algorithms to verify its superiority.
Finally, a practical example is presented to show its practicability.
American Psychological Association (APA)
Ding, Xiaodong& Wang, Chengliang. 2011. A Novel Algorithm of Stochastic Chance-Constrained Linear Programming and Its Application. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-1001342
Modern Language Association (MLA)
Ding, Xiaodong& Wang, Chengliang. A Novel Algorithm of Stochastic Chance-Constrained Linear Programming and Its Application. Mathematical Problems in Engineering No. 2012 (2012), pp.1-17.
https://search.emarefa.net/detail/BIM-1001342
American Medical Association (AMA)
Ding, Xiaodong& Wang, Chengliang. A Novel Algorithm of Stochastic Chance-Constrained Linear Programming and Its Application. Mathematical Problems in Engineering. 2011. Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-1001342
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001342