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Chance-constrained programming model for network expansion

WU Yun1,LIN Yi2,ZHOU Jian31.College of Management,Wuhan University of Technology,Wuhan 430073,China;2.College of Chemistry and Molecular Sciences,Wuhan University,Wuhan 430072,China;3.Department of Computer Sciences,University of Angers,France  
In this paper we consider how to increase the capacities of the elements in a set E efficiently so that the total cost for the increment of capacity can be decreased to the maximum extent while the final expansion capacity of a given family F of subsets of E is within a given limit bound.We suppose that cost is a stochastic variable which conforms to normal distribution.Network bottleneck capacity expansion problem with stochastic cost is originally formulated as Chanceconstrained programming model according to some criteria.In order to solve the stochastic model efficiently,network bottleneck capacity algorithm,stochastic simulation and genetic algorithm are integrated to produce a hybrid intelligent algorithm.Finally,some numerical example are presented.
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