Accession Number:

AD0684078

Title:

A SOLUTION PROCEDURE FOR A MODIFIED P-MODEL WITH SPECIAL REFERENCE TO MIXED-INTEGER PROGRAMMING.

Descriptive Note:

Research rept.,

Corporate Author:

CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s):

Report Date:

1968-12-01

Pagination or Media Count:

21.0

Abstract:

Charnes and Cooper distinguish three types of models E model, V model and P-model of a chance-constrained programming, classified on the basis of the criterion function used. In this paper a modified P-model is formulated and it is shown how an approximate solution of such a problem can be obtained by solving a parametric convex quadratic programming problem. A mixed-integer programming problem is formulated as a modified P-model and the results are used in devising a solution procedure for any mixed-integer programming.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE