The Interval Estimation of Set-Valued Model for the Chance Constraint Programming
Luo Xiao-Hui, HE Li-hong · 2010
The optimal value of un-linear objective function of chance constrain programming worked out interval estimation from mathematical statistic angle, discussed the improvement estimate precision method and analyzed the size relation of two random variables according to the threshold value tenable concept. Based on the analysis of chance constraint, constraint condition of chance constrained programming would be changed as set-valued constraint. The optimum value of objective function could be obtained by genetic algorithm and interpolation method.