Cell-and-bound algorithm for chance constrained programs with discrete distributions.

Xiaojin Zheng Baiyi Wu Xueting Cui

Published in: Eur. J. Oper. Res. (2017)

Keyphrases

dynamic programming
learning algorithm
worst case
optimal solution
cost function
computational complexity
search space
simulated annealing
multiple objective linear programming
chance constrained programming
genetic algorithm
objective function
linear programming