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