ISSN 2415-1297 (Online)   ISSN 2415-1300 (Print)
 
             
 
Volume : 30 Issue : 1 Year : 2023
 
Evaluation of Solution Methods for Deterministic Equivalents of Chance-Constrained Models [Med J Islamic World Acad Sci]
Med J Islamic World Acad Sci. 1992; 5(3): 220-224

Evaluation of Solution Methods for Deterministic Equivalents of Chance-Constrained Models

Hüseyin Sarper
From University of Southern Colorado, 2200 Bonforte Boulevard, Pueblo, CO 81001-4901, USA.

Once chance-constrained programs (CCP) are converted into deterministic equivalents, nonlinear terms result. This note compares three approximation methods and reviews other solution methods to solve the resulting nonlinear programs. Naslund's approximation is recommended as an easy and effective method.

Keywords: Stochastic programming, nonlinear optimization, linearization of nonlinear terms.


Hüseyin Sarper. Evaluation of Solution Methods for Deterministic Equivalents of Chance-Constrained Models. Med J Islamic World Acad Sci. 1992; 5(3): 220-224

Corresponding Author: Hüseyin Sarper, United States


TOOLS
Full Text PDF
Print
Download citation
RIS
EndNote
BibTex
Medlars
Procite
Reference Manager
Share with email
Share
Send email to author

Similar articles
PubMed
Google Scholar




   
Copyright © 2024 medicaljournal-ias.org. All Rights Reserved.