Cover: The Use of Quadratic Programming in Stochastic Linear Programming

The Use of Quadratic Programming in Stochastic Linear Programming

Published 1962

by E. M. L. Beale

Purchase Print Copy

 Format Price
Add to Cart Paperback25 pages $15.00

A method of allowing for uncertainties in the constant terms (i.e., right-hand sides) of a linear programming problem, and hence of producing realistic "safety margins" in the solution. This is done by fitting a mixture of uniform distributions to the assumed distributions of these right-hand sides, and by using a particular quadratic programming algorithm.

This report is part of the RAND paper series. The paper was a product of RAND from 1948 to 2003 that captured speeches, memorials, and derivative research, usually prepared on authors' own time and meant to be the scholarly or scientific contribution of individual authors to their professional fields. Papers were less formal than reports and did not require rigorous peer review.

This document and trademark(s) contained herein are protected by law. This representation of RAND intellectual property is provided for noncommercial use only. Unauthorized posting of this publication online is prohibited; linking directly to this product page is encouraged. Permission is required from RAND to reproduce, or reuse in another form, any of its research documents for commercial purposes. For information on reprint and reuse permissions, please visit www.rand.org/pubs/permissions.

RAND is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.