An adaptive sampling immune algorithm solving joint chance-constrained programming

DOI10.1007/S11768-013-1186-ZMaRDI QIDQ4980283zbMATH OpenOpenAlexFDO

Authors

Publication date 30 June 2014

Published in Journal of Control Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11768-013-1186-z

zbMATH Keywords

adaptive samplingimmune optimizationjoint chance-constrained programmingnoisy attenuationreliability dominance

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Recommendations

• Adaptive racing ranking-based immune optimization approach solving multi-objective expected value programming
• A smoothing function approach to joint chance-constrained programs
• A genetic algorithm for chance constrained programming
• Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
• Partial sample average approximation method for chance constrained problems

Cites work

• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
• Balancing stochastic two-sided assembly lines: a chance-constrained, piecewise-linear, mixed integer program and a simulated annealing algorithm
• Better optimization of nonlinear uncertain systems (bonus): a new algorithm for stochastic programming using reweighting through kernel density estimation
• Convex Approximations of Chance Constrained Programs
• Convexity of chance constraints with independent random variables
• Genetic algorithm based technique for solving chance constrained problems
• scientific article; zbMATH DE number 2010446 (Why is no real title available?)
• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
• Sample average approximation method for chance constrained programming: Theory and applications
• Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization

Cited in

(1)

• Adaptive racing ranking-based immune optimization approach solving multi-objective expected value programming

This page was built for publication: An adaptive sampling immune algorithm solving joint chance-constrained programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4980283)