Probabilistic Constrained Programming: A Reduced Gradient Algorithm Implemented on PC

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3212 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3212 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3212 archive 351 disk0/00/00/31/66 2016-01-15 01:59:05 2021-08-27 17:13:19 2016-01-15 01:59:05 monograph show 2 Mayer J. Probabilistic Constrained Programming: A Reduced Gradient Algorithm Implemented on PC pub iis_met iis_cmp prog_ado The described solution technique for stochastic linear programs with one joint probability constraint and with multinormal right-hand sides was developed and implemented in the frame of the IIASA contracted study "Modelling of interconnected power systems". Very cautious use of efficient subroutines made it possible to solve such a numerically complicated optimization problem on IBM/PC-XT or AT compatibles. 1988-05 published WP-88-039 WP-88-039 10 public working_paper IIASA, Laxenburg, Austria 22 FALSE info:eu-repo/semantics/book