An algorithm for binary linear chance-constrained problems using IIS
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DOI: 10.1007/s10589-018-00055-9
Abstract: We propose an algorithm based on infeasible irreducible subsystems to solve binary linear chance-constrained problems with random technology matrix. By leveraging on the problem structure we are able to generate good quality upper bounds to… read more here.
Keywords: algorithm binary; constrained problems; linear chance; chance constrained ... See more keywords