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Chance Constrained Integer Programming and Stochastic Simulation Based Genetic Algorithm |
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| Authors: | ZHAO Ruiqing College of Mechanical Engineering Shijiazhuang China Kakuzo Iwamura |
| Institution: | ZHAO Ruiqing College of Mechanical Engineering,Shijiazhuang 050003,China Kakuzo Iwamura Department of Mathematics,Josai University,Sakado,Saitama 350-02,Japan LIU Baoding Department of Applied Mathematics,Tsinghua University,Beijing 100084,China |
| Abstract: | This paper presents a stochastic simulation based genetic algorithm for solving chance constrained integer programming and chance constrained integer goal programming as well as chance constrained integer multiobjective programming models.We also provide some numerical examples to illustrate the effectiveness of the proposed genetic algorithm. |
| Keywords: | stochastic programming integer programming simulation genetic algorithm |
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