Add to ORKGChance constraint programming has become an attractive topic in the field of stochastic optimization. In this paper, we propose a new set of valid inequalities for chance constraint programs. We formulate the proactive RCPSP as a chance constraint program. A branch and cut algorithm exists in the literature to solve this problem. Initial results show that the proposed set of inequalities improves the speed of this algorithm.status: publishe
<p>We study stochastic variants of flow-based global constraints as combinatorial chance constraints...
1 Abstract: This thesis deals with chance constrained stochastic programming problems. We consider s...
The chance-constrained resource-constrained project scheduling problem (C-CRCPSP) is a generalizatio...
Constraint Programming (CP) is a programming paradigm where relations between variables can be state...
Stochastic Constraint Satisfaction Problems (SCSPs) are a powerful modeling framework for problems u...
AbstractStochastic Constraint Satisfaction Problems (SCSPs) are a powerful modeling framework for pr...
In many relevant situations, chance constrained linear programs can be explicitly converted into eff...
In many relevant situations, chance constrained linear programs can be explicitly converted into eff...
In the companion paper we introduced a theory for random convex programs (RCPs), deriving tight uppe...
The resource-constrained project scheduling problem (RCPSP) with stochastic activity durations invol...
Various applications in reliability and risk management give rise to optimization problems with cons...
Random convex programs (RCPs) are convex optimization problems subject to a finite number of constra...
Chance constrained problems are optimization problems where one or more constraints ensure that the ...
The thesis presents stochastic programming with chance contraints. We begin with the definition of c...
We consider a joint-chance constraint (JCC) as a union of sets, and approximate this union using bou...
<p>We study stochastic variants of flow-based global constraints as combinatorial chance constraints...
1 Abstract: This thesis deals with chance constrained stochastic programming problems. We consider s...
The chance-constrained resource-constrained project scheduling problem (C-CRCPSP) is a generalizatio...
Constraint Programming (CP) is a programming paradigm where relations between variables can be state...
Stochastic Constraint Satisfaction Problems (SCSPs) are a powerful modeling framework for problems u...
AbstractStochastic Constraint Satisfaction Problems (SCSPs) are a powerful modeling framework for pr...
In many relevant situations, chance constrained linear programs can be explicitly converted into eff...
In many relevant situations, chance constrained linear programs can be explicitly converted into eff...
In the companion paper we introduced a theory for random convex programs (RCPs), deriving tight uppe...
The resource-constrained project scheduling problem (RCPSP) with stochastic activity durations invol...
Various applications in reliability and risk management give rise to optimization problems with cons...
Random convex programs (RCPs) are convex optimization problems subject to a finite number of constra...
Chance constrained problems are optimization problems where one or more constraints ensure that the ...
The thesis presents stochastic programming with chance contraints. We begin with the definition of c...
We consider a joint-chance constraint (JCC) as a union of sets, and approximate this union using bou...
<p>We study stochastic variants of flow-based global constraints as combinatorial chance constraints...
1 Abstract: This thesis deals with chance constrained stochastic programming problems. We consider s...
The chance-constrained resource-constrained project scheduling problem (C-CRCPSP) is a generalizatio...