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.

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 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 ...