A Novel Algorithm of Stochastic Chance-Constrained Linear Programming and Its Application
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 rand...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2012-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2012/139271 |