Chance-constrained Programming Method by Constraints Aggregation for Social Consensus Making on IT Risk Countermeasure

摘要

This paper addresses the chance-constrained programming for the social consensus making on IT risk counter-measures. The sample average approximation method is a well-known method for solving the chance-constrained programming. However, the computational time is still so long that the opinion leaders can not use the solution of the chance-constrained programming in their discussion. So, we proposed the interactive chance-constrained programming method to show the solutions that are being searched to the opinion leaders. Through the preliminary experiment, we clarified the issues of sampling for the approximation and controlling the search of the solution.