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随机线性规划的α可靠度线性规划
α Reliability Linear Programming for Stochastic Linear Programming
【摘要】 在约束条件的右端和目标函数的系数为四种重要随机变量的情况下,利用对偶规划,将随机线性规划化成一定可靠度下的确定性线性规划模型,从而可以利用单纯形方法讨论并求出随机线性规划在一度可靠度下的可行解和最优解。
【Abstract】 In this paper, taking the right-hand of constraint condition and objective function as four kinds of important stochastic variables, utilizing dual programming, stochastic programming is changed into deterministic linear programming model under certain reliability. Then by using of the discussion of simplex method, optimal solution and feasible solution of stochastic linear programming under certain reliability can be obtained.
【关键词】 随机线性规划;
线性规划;
对偶规划;
可靠度;
单纯形方法;
【Key words】 Stochastic Linear Programming; Linear Programming; Dual Programming; Reliability; Simplex Method;
【Key words】 Stochastic Linear Programming; Linear Programming; Dual Programming; Reliability; Simplex Method;
【基金】 河南省自然科学基金资助项目(0311010600)
- 【文献出处】 系统工程 ,Systems Engineering , 编辑部邮箱 ,2005年07期
- 【分类号】O221.5
- 【被引频次】1
- 【下载频次】190