Accession Number:

AD0604511

Title:

THE USE OF QUADRATIC PROGRAMMING IN STOCHASTIC LINEAR PROGRAMMING

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1961-08-15

Pagination or Media Count:

27.0

Abstract:

This paper presents a simple method of allowing for uncertainties in the constant terms i.e. right hand sides of a linear programming problem, and hence producing realistic safety margins in the solution. This is done by fitting a mixture of uniform distributions to the assumed distributions of these right hand sides, and using a particular quadratic programming algorithm.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE