Our main result shows that computing a tight upper bound on the expected value of a mixed 0-1 linear program in maximization form with random objective is a completely positive program. This naturally ...

In linear programming, the objective function is the function that it is desired to maximize or minimize. The human interaction equivalent is what matters most.

Classification of diet models We distinguish between two classes: 1 Single-objective problems: minimize (or maximize) one linear function of Xi: Minimize.

In this paper we propose a stochastic programming model which considers the distribution of an objective function and probabilistic constraints. Applying it to a transportation type problem, we derive ...