A gradient algorithm for chance constrained nonlinear goal programming

DOI10.1016/0377-2217(85)90255-3zbMath0578.90062OpenAlexW2024521367MaRDI QIDQ1066812

Sang M. Lee, David L. Olson

Publication date: 1985

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(85)90255-3

zbMATH Keywords

sensitivityconvergencegoal programminglinear searchchance constrained programmingmodified gradient-type algorithmoptimal feasible directionoptimal step length

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37) Methods of reduced gradient type (90C52)

Related Items

Nonlinear goal programming theory and practice: A survey ⋮ Dependent-chance goal programming and its genetic algorithm based approach ⋮ A generalized stochastic goal programming model ⋮ Decision-maker's preferences modeling in the stochastic goal programming ⋮ Decision-maker's preferences modelling within the goal-programming model: a new typology ⋮ A partitioning gradient based (PGB) algorithm for solving nonlinear goal programming problems

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• Optimal maintenance headcount allocation: an application of Chebyshev Goal Programming
• Chance Constraints and Normal Deviates
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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