An Ordinal-Optimization-based Approach to Stochastic Mixed Integer Nonlinear Programming
نویسندگان
چکیده
The methods to solve the stochastic MINLP problems fall into two categories: numerical integration method and sample average method. The numerical integration method utilizes numerical integration techniques to calculate the multi-dimensional integrals, such as the Gaussian Quadratures/Cubatures method. The Monte Carlo simulation is one of the most widely used sample average methods. Acevedo and Pistikopoulos (1998) suggested the use of numerical integration methods for smaller dimension problems and sampling-based methods for larger problems [1].
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تاریخ انتشار 2008