A completely positive representation of 0-1 linear programs with joint probabilistic constraints
Year of publication: |
2013
|
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Authors: | Cheng, Jianqiang ; Lisser, Abdel |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 41.2013, 6, p. 597-601
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Subject: | Stochastic programming | Joint probabilistic constraints | 0-1 linear program | Completely positive problems | Semidefinite programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
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