Monday, 15:15 - 15:40 h, Room: MA 376

 

Miguel Lejeune
Threshold boolean form for the reformulation of joint probabilistic constraints with random technology matrix

Coauthor: Alexander Kogan

 

Abstract:
We construct a partially defined boolean function (pdBf) representing the satisfiability of a joint probabilistic constraint with random technology matrix. We extend the pdBf
as a threshold Boolean tight minorant to derive a series of integer reformulations equivalent to the stochastic problem. Computational experiments will be presented.

 

Talk 1 of the invited session Mon.3.MA 376
"Advances in probabilistically constrained optimization" [...]
Cluster 22
"Stochastic optimization" [...]

 

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