Chance Constrained Planning and Scheduling under Uncertainty using Robust Optimization Approximation
نویسندگان
چکیده
منابع مشابه
Chance Constrained Planning and Scheduling under Uncertainty using Robust Optimization Approximation
Robust optimization can provide safe and tractable analytical approximation for the chance constrained optimization problem. In this work, we studied the application of robust optimization approximation in solving chance constrained planning and scheduling problem under uncertainty. Four different robust optimization approximation methods for improving the quality of robust solution were invest...
متن کاملSupply Chain Planning under Uncertainty: A Chance Constrained Programming Approach
Uncertainty issues associated with a multi-site, multi-product supply chain planning problem has been analyzed in this paper using the chance constraint programming approach. In literature, such problems have been addressed using the two stage stochastic programming approach. While this approach has merits in terms of decomposition, computational complexity even for small size planning problem ...
متن کاملChance Constrained Batch Distillation Process Optimization under Uncertainty
Uncertainties may have a large impact on equipment decisions, plant operability, and economic analysis. Thus the consideration of uncertainties in optimization approaches is necessary for robust process design and operation. As a part of it, efficient chance constrained programming has become an important field of research in process systems engineering. In this work, a new approach is proposed...
متن کاملChance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging task for the academic research currently is to address large-scale, complex optimization problems under various uncertainties. Therefore, investigations on the development of stochastic optimization approaches are necessi...
متن کاملAmbiguous chance constrained problems and robust optimization
In this paper we study ambiguous chance constrained problems where the distributions of the random parameters in the problem are themselves uncertain. We focus primarily on the special case where the uncertainty set Q of the distributions is of the form Q = {Q : ρp(Q, Q0) ≤ β}, where ρp denotes the Prohorov metric. The ambiguous chance constrained problem is approximated by a robust sampled pro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2015
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2015.09.124