IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v23y1975i3p494-510.html
   My bibliography  Save this article

A Chance Constrained Multiple Choice Programming Algorithm

Author

Listed:
  • Ronald D. Armstrong

    (University of Texas, Austin, Texas)

  • Joseph L. Balintfy

    (University of Massachusetts, Amherst, Massachusetts)

Abstract

This paper considers multiple choice programming problems in which the elements of the activity matrix can be normally distributed random variables or random vectors. The truncated block enumeration method of multiple choice programming is described and used in the development of an algorithm to solve problems of this type. Deterministic inequalities computed from the means and variances are employed by the block pivoting algorithm to assure fast convergence to a (sub)optimal solution. The solution will satisfy each constraint with the required marginal probabilities, but a lower bound of the joint probabilities is also computed. As an option, problems can be solved when the lower bound of the joint probability that all the constraints are satisfied is specified alone.

Suggested Citation

  • Ronald D. Armstrong & Joseph L. Balintfy, 1975. "A Chance Constrained Multiple Choice Programming Algorithm," Operations Research, INFORMS, vol. 23(3), pages 494-510, June.
  • Handle: RePEc:inm:oropre:v:23:y:1975:i:3:p:494-510
    DOI: 10.1287/opre.23.3.494
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.23.3.494
    Download Restriction: no

    File URL: https://libkey.io/10.1287/opre.23.3.494?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bilsel, R. Ufuk & Ravindran, A., 2011. "A multiobjective chance constrained programming model for supplier selection under uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 45(8), pages 1284-1300, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:23:y:1975:i:3:p:494-510. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.