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Search: subject:"chance-constrained quadratic knapsack problem"
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SDP formulation
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Stochastic programming
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chance-constrained quadratic knapsack problem
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convex 0-1 quadratic program reformulation
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finite discrete distribution
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JI, SHUHUI
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SUN, XIAOLING
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Asia-Pacific Journal of Operational Research (APJOR)
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AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS
JI, SHUHUI
;
ZHENG, XIAOJIN
;
SUN, XIAOLING
- In:
Asia-Pacific Journal of Operational Research (APJOR)
30
(
2013
)
03
,
pp. 1340009-1
We consider a
chance-constrained
quadratic
knapsack
problem
(CQKP) where each item has a random size that is finitely …
Persistent link: https://www.econbiz.de/10010671609
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