| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142500 | Operations Research Letters | 2012 | 6 Pages |
Abstract
We introduce two new formulations for probabilistic constraints based on extended disjunctive formulations. Their strength results from considering multiple rows of the probabilistic constraints together. The properties of the first can be used to construct hierarchies of relaxations for probabilistic constraints, while the second provides computational advantages over other formulations.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
J.P. Vielma, S. Ahmed, G.L. Nemhauser,