An exact approach for solving integer problems under probabilistic constraints with random technology matrix

作者：Beraldi Patrizia^*; Bruni Maria Elena

来源：Annals of Operations Research, 2010, 177(1): 127-137.

DOI：10.1007/s10479-009-0670-9

• Stochastic integer programming
• Probabilistic constraints
• Branch and bound method

This paper addresses integer programming problems under probabilistic constraints involving discrete distributions. Such problems can be reformulated as large scale integer problems with knapsack constraints. For their solution we propose a specialized Branch and Bound approach where the feasible solutions of the knapsack constraint are used as partitioning rules of the feasible domain. The numerical experience carried out on a set covering problem with random covering matrix shows the validity of the solution approach and the efficiency of the implemented algorithm.

• 出版日期2010-6