Ji Xiangjun
Hebei University of Science and Technology

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Study on Quasi-linear Stochastic Programming Model and Its Solution Ji Xiangjun; Jin Chenxia
Indonesian Journal of Electrical Engineering and Computer Science Vol 12, No 9: September 2014
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijeecs.v12.i9.pp7021-7026

Abstract

In this paper, we first analyze the features and shortcomings of existing stochastic programming methods. For the bottleneck of higher computational complexity, we give the concept of reliability coefficient and a quasi-linear processing pattern for chance-constrain based on mathematic expectation and variance, analyze the relationship between reliability coefficient and reliability (probability), and give the selecting strategy of reliability coefficient. Then, we establish the quasi-linear stochastic programming model, and discuss the performance of this model by an example.