Accession Number : AD0684078
Title : A SOLUTION PROCEDURE FOR A MODIFIED P-MODEL WITH SPECIAL REFERENCE TO MIXED-INTEGER PROGRAMMING.
Descriptive Note : Research rept.,
Corporate Author : CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
Personal Author(s) : Jagannathan,R.
Report Date : DEC 1968
Pagination or Media Count : 21
Abstract : Charnes and Cooper distinguish three types of models: E model, V model and P-model of a chance-constrained programming, classified on the basis of the criterion function used. In this paper a modified P-model is formulated and it is shown how an approximate solution of such a problem can be obtained by solving a parametric convex quadratic programming problem. A mixed-integer programming problem is formulated as a modified P-model and the results are used in devising a solution procedure for any mixed-integer programming.
Descriptors : (*MATHEMATICAL PROGRAMMING, MANAGEMENT PLANNING AND CONTROL), APPROXIMATION(MATHEMATICS), FLOW CHARTING, PROBABILITY
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE