Hybrid Method for a Class of Stochastic Bi-criteria Optimization Problems
<p/> <p>We study a class of stochastic bi-criteria optimization problems with one quadratic and one linear objective functions and some linear inequality constraints. A hybrid method of chance-constrained programming (CCP) combined with variance expectation (VE) is proposed to find the o...
| Published in: | Journal of Inequalities and Applications |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2010-01-01
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| Online Access: | http://www.journalofinequalitiesandapplications.com/content/2010/745162 |