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Genetic Algorithm based technique for solving Chance Constrained Problems

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  • Poojari, Chandra A.
  • Varghese, Boby

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  • Poojari, Chandra A. & Varghese, Boby, 2008. "Genetic Algorithm based technique for solving Chance Constrained Problems," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1128-1154, March.
    • Handle: RePEc:eee:ejores:v:185:y:2008:i:3:p:1128-1154
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    2. Vlerk, Maarten H. van der, 2003. "Integrated chance constraints in an ALM model for pension funds," Research Report 03A21, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    3. Daniela Pucci de Farias & Benjamin Van Roy, 2004. "On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 29(3), pages 462-478, August.
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    5. Fredrick S. Hillier, 1967. "Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables," Management Science, INFORMS, vol. 14(1), pages 34-57, September.
    6. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
    7. Yrjö Seppälä, 1971. "Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint," Management Science, INFORMS, vol. 17(11), pages 736-749, July.
    8. repec:dgr:rugsom:03a21 is not listed on IDEAS
    9. Asgeir Tomasgard & Jan Audestad & Shane Dye & Leen Stougie & Maarten van der Vlerk & Stein Wallace, 1998. "Modelling aspects of distributed processingin telecommunication networks," Annals of Operations Research, Springer, vol. 82(0), pages 161-185, August.
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    11. Robinson, John B., 1988. "Loaded questions : New approaches to utility forecasting," Energy Policy, Elsevier, vol. 16(1), pages 58-68, February.
    12. Elmaghraby, Salah E. & Soewandi, Hanijanto & Yao, Ming-Jong, 2001. "Chance-constrained programming in activity networks: A critical evaluation," European Journal of Operational Research, Elsevier, vol. 131(2), pages 440-458, June.
    13. Zare M., Yahia & Daneshmand, Ahmad, 1995. "A linear approximation method for solving a special class of the chance constrained programming problem," European Journal of Operational Research, Elsevier, vol. 80(1), pages 213-225, January.
    14. Gilbert Laporte & François V. Louveaux & Luc van Hamme, 1994. "Exact Solution to a Location Problem with Stochastic Demands," Transportation Science, INFORMS, vol. 28(2), pages 95-103, May.
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    5. Nezamoddini, Nasim & Gholami, Amirhosein & Aqlan, Faisal, 2020. "A risk-based optimization framework for integrated supply chains using genetic algorithm and artificial neural networks," International Journal of Production Economics, Elsevier, vol. 225(C).
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    11. Udhayakumar, A. & Charles, V. & Kumar, Mukesh, 2011. "Stochastic simulation based genetic algorithm for chance constrained data envelopment analysis problems," Omega, Elsevier, vol. 39(4), pages 387-397, August.
    12. Qiushi Chen & Lei Zhao & Jan C. Fransoo & Zhe Li, 2019. "Dual-mode inventory management under a chance credit constraint," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 41(1), pages 147-178, March.
    13. Poojari, C.A. & Beasley, J.E., 2009. "Improving benders decomposition using a genetic algorithm," European Journal of Operational Research, Elsevier, vol. 199(1), pages 89-97, November.
    14. Rosshairy Abd. Rahman & Graham Kendall & Razamin Ramli & Zainoddin Jamari & Ku Ruhana Ku-Mahamud, 2017. "Shrimp Feed Formulation via Evolutionary Algorithm with Power Heuristics for Handling Constraints," Complexity, Hindawi, vol. 2017, pages 1-12, November.

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