Evaluation of Solution Methods for Deterministic Equivalents of Chance-Constrained Models
Hüseyin SarperFrom 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. . 1992; 5(3): 220-224
Sorumlu Yazar: Hüseyin Sarper, United States
Sorumlu Yazar: Hüseyin Sarper, United States
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