Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution

DOI10.1007/s10479-011-0855-xzbMath1269.90073OpenAlexW2067867177MaRDI QIDQ2393472

Bora Tarhan, Vikas Goel, Ignacio E. Grossmann

Publication date: 8 August 2013

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

Full work available at URL: https://doi.org/10.1007/s10479-011-0855-x

zbMATH Keywords

global optimizationmultistage stochastic programmingdecision making under uncertaintydecision dependent uncertaintyouter-approximationgradual uncertainty resolutionnon-convex mixed integer nonlinear programoil or gas field explorationsynthesis of process networks

Mathematics Subject Classification ID

Decision theory (91B06) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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Uses Software

• BARON

Cites Work

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• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
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