Notations

 

= number of tests;

= index of test;

= number of resources;

=  index of resource;

=  value of test ;

=  vector of boolean variables; if test is chosen;

=  deterministic consumption of resource by test in deterministic linear model;

=  random consumption of resource by testin stochastic model;

= all are independent normally distributed  random values;

=  upper bound on resource ;

= average consumption of resource by largest consumers (this value is used for modeling extra consumption of resource in the robust model);

;

;

= Probability Exceeding Penalty for Gain Multiple Normal Independent function;

= upper bound on Probability Exceeding Penalty for Gain Multiple Normal Independent.

 

Optimization Problem 1 (Deterministic Linear Programming Assignment Model)

 

Maximizing the value of selected tests

 

(CS.1)

 

subject to

 

constraints on resources

 

(CS.2)

 

 

constraints on decision variables

 

(CS.3)

 

 

 

Optimization Problem 2 (Robust Model)

 

Maximizing the value of selected tests

 

 

(CS.4)

 

subject to

 

constraints on resources

 

(CS.5)

 

constraints on decision variables

 

(CS.6)

 

 

 

Optimization Problem 3 (Stochastic Model)

 

Maximizing the value of selected tests

 

(CS.7)

 

subject to

 

constraints on Probability Exceeding Penalty for Gain Multiple Normal Independent

 

(CS.8)

 

constraints on decision variables

 

(CS.9)

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