Better optimization of nonlinear uncertain systems (bonus): a new algorithm for stochastic programming using reweighting through kernel density estimation

DOI10.1023/B:ANOR.0000045276.18995.C8MaRDI QIDQ2386651zbMATH OpenFDO

Authors Kemal H. Sahin, Urmila M. Diwekar

Publication date 25 August 2005

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/B:ANOR.0000045276.18995.C8

zbMATH Keywords

nonlinear programmingstochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonlinear programming (90C30)

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• A new sampling-based RBDO method via score function with reweighting scheme and application to vehicle designs
• BONUS algorithm for large scale stochastic nonlinear programming problems
• An adaptive sampling immune algorithm solving joint chance-constrained programming

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