One-stage optimization problem with chance constraints |
| |
Authors: | G.M. Ostrovsky N.N. Ziyatdinov T.V. Lapteva |
| |
Affiliation: | 1. Karpov Institute of Physical Chemistry, Mathematical Modeling, Vorontsovo Pole 10, Moscow 103064, Russia;2. Kazan State Technological University, Karl Marx str., 68, Kazan 420111, Russia |
| |
Abstract: | Generally, the design of chemical processes (CP) is performed with the use of inaccurate mathematical models. Therefore, it is essential to create chemical processes that can satisfy all the design specifications at the operation stage in spite of the changes in internal and external factors. Consequently, the problem of chemical process optimization under uncertainty is of prime importance in chemical engineering. The paper considers one-stage optimization problems with chance constraints. The main issue in solving one-stage optimization problems is calculation of multiple integrals (calculating the expected value of the objective function and probabilities of constraints satisfaction). Here we consider a new approach to solving a one-stage optimization problem which is based on transformation of chance constraints into deterministic ones. A computational experiment has shown the efficiency of this approach. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|