Optimization of Chemical Process with Joint Chance Constraints
2017
Ostrovsky, Gennady M. | Ziyatdinov, Nadir N. | Lapteva, Tatyana V. | Silvestrova, Anna S. | Nguyen, Quan T.
In this article, we develop a new approximate method of solving optimization problems with joint chance constraints for the case when the uncertain parameters are independent random variables. We consider only chance constraints with left-hand-side uncertainty. Our method is based on the transformation of chance constraints into deterministic form. This permits the computationally intensive operation of calculating multiple integrals when solving joint chance-constrainted optimization problems to be avoided.
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