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 ...

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 ...