METHOD AND SYSTEM FOR SOLVING STOCHASTIC LINEAR PROGRAMS WITH CONDITIONAL VALUE AT RISK CONSTRAINTS
Patent №
US 7,873,530
Granted
2011-01-18
Filed 2008
Owner
INTERNATIONAL BUSINESS MACHINES CORPORATION
Lab
AI components
4
ml · planning · evo · hardware
Assignment
Recorded
Dataset
AIPD
2023_r1 edition
Application
12110964
An apparatus including a calculator to determine an optimal solution to a stochastic linear programming problem or a stochastic mixed-ineteger linear programming problem with conditional value at risk constraints (CVaRs). The optimal solution is determined by generating a sequence of solutions that converge to the optimal solution.
AI classification
Ownership
INTERNATIONAL BUSINESS MACHINES CORPORATION
assignment · 208680158
Assignors
HUANG, PU, SUBRAMANIAN, DHARMASHANKAR
On an employer assignment, the assignors are typically the inventors.