The method is shown to be useful for the solution of some chance-constrained programming problems. Detailed rules and a simple example of an application are given. Management Science is a ...

This is a preview. Log in through your library . Abstract The hyperbolic (or fractional) linear programming problem with only one aggregate constraint is solved by a simple and extremely efficient ...

Example 8.10: Quadratic Programming The quadratic program can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the ...