Simulation Analysis of Global Optimization Algorithms as Tools for Solving Chance Constrained Programming Problems
نویسندگان
چکیده
منابع مشابه
Simulation Analysis of Global Optimization Algorithms as Tools for Solving Chance Constrained Programming Problems
In the paper a chance constrained linear programming problem is considered in the case of join chance constraints with random both left and right hand sides. It is assumed that due to its complex stochastic nature the problem cannot be reduced to any equivalent deterministic problem. In such a case a Monte Carlo method combined with Global Optimization (GO) algorithms are proposed to solve the ...
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ژورنال
عنوان ژورنال: Acta Electrotechnica et Informatica
سال: 2011
ISSN: 1338-3957,1335-8243
DOI: 10.2478/v10198-011-0044-5