
Accession Number : AD0684078
Title : A SOLUTION PROCEDURE FOR A MODIFIED PMODEL WITH SPECIAL REFERENCE TO MIXEDINTEGER PROGRAMMING.
Descriptive Note : Research rept.,
Corporate Author : CARNEGIEMELLON 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 Pmodel of a chanceconstrained programming, classified on the basis of the criterion function used. In this paper a modified Pmodel 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 mixedinteger programming problem is formulated as a modified Pmodel and the results are used in devising a solution procedure for any mixedinteger programming.
Descriptors : (*MATHEMATICAL PROGRAMMING, MANAGEMENT PLANNING AND CONTROL), APPROXIMATION(MATHEMATICS), FLOW CHARTING, PROBABILITY
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE