In this paper, we discuss linear programs in which the data that specify the constraints are subject to random uncertainty. A usual approach in this setting is to enforce the constraints up to a given ...

M. Raghavachari, On Connections between Zero-One Integer Programming and Concave Programming under Linear Constraints, Operations Research, Vol. 17, No. 4 (Jul. - Aug ...

J. K. Sengupta, Stochastic Linear Programming with Chance Constraints, International Economic Review, Vol. 11, No. 1 (Feb., 1970), pp. 101-116 ...

Abstract: The transmission expansion planning (TEP) problem in modern power systems is a large-scale, mixed-integer, non-linear and non-convex problem. Although remarkable advances have been made in ...