Accession Number:

AD0631929

Title:

CHANCE-CONSTRAINED GENERALIZED NETWORKS

Descriptive Note:

Corporate Author:

NORTHWESTERN UNIV EVANSTON IL TECHNOLOGICAL INST

Report Date:

1966-03-01

Pagination or Media Count:

15.0

Abstract:

An extension to the theory of linear programming over generalized networks is presented which replaces the generalized Kirchoff node conditions by chance constraints. The extension is motivated by a class of problems in sanitary and chemical engineering in which the non-zero entries in the generalized incidence matrix may be random variables. Duality relationships are established for appropriate pairs of such chance-constrained programming problems by showing that their deterministic equivalents consist of a deterministic generalized network problem and its dual. It is also shown how these duality relationships may be exploited in order to obtain actual solutions to chance-constrained generalized network problems.

Subject Categories:

  • Industrial Chemistry and Chemical Processing
  • Operations Research
  • Civil Engineering

Distribution Statement:

APPROVED FOR PUBLIC RELEASE