In the paper we consider the chance-constrained version of an affinely perturbed linear matrix inequality (LMI) constraint, assuming the primitive perturbations to be independent with light-tail distributions (e.g., bounded or Gaussian). Constraints of this type, playing a central role in chance-constrained linear/conic quadratic/semidefinite programming, are typically computationally intractab...

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service ...

We consider the time horizon of a gambler in the optimization of horse race betting through the use of chance constrained programming. The optimization problem is formulated as a mixed integer nonlinear program for which global optimal solutions are found using optimization tools. A novel approach to estimating superfecta payouts is presented using maximum likelihood estimation. A computational...

Chance-constrained programming is a relevant model for many concrete problems. However, it is known to be very hard to tackle directly. In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on the recent advances in robust optimization, a tractable combinatorial algorithm is proposed to solve CKP. It always provides feasible solutions for CKP. Moreover, for two spec...

Capacitated location-allocation problem with stochastic demands is originally formulated as expected value model, chance-constrained programming and dependent-chance programming according to different criteria. For solving these stochastic models efficiently, the network simplex algorithm, stochastic simulation and genetic algorithm are integrated to produce a hybrid intelligent algorithm. Fina...

* Correspondence: [email protected] Department of Medical Education, Faculty of Medicine, 06490, Bahçelievler, Ankara, Turkey Full list of author information is available at the end of the article Abstract In this article, a method is developed to transform the chance-constrained programming problem into a deterministic problem. We have considered a chance-constrained programming problem u...

Resistance to autonomous systems comes in part from the perceived unreliability of the systems. Concerns can be addressed by guarantees of the probability of success. This is achieved in chanceconstrained constraint programming (CC-CP) by imposing constraints required for success, and providing upper-bounds on the probability of violating constraints. This extended abstract reports on novel unc...