Optimal power and resource-intensive process design under uncertainty

International Scientific and Practical Conference: Water Power Energy Forum 2018

Lapteva, T.V.^1^2 ; Nguen, K.T.^2 ; Laptev, S.A.^1^2

Kazan State Power Engineering University, Krasnoselskaya Str., 51, Kazan, Russia^1

Kazan National Research Technological University, K.Marx str., 68, Kazan, Russia^2

关键词: Chance constraint;    Design under uncertainty;    Functions approximations;    Multiple integral;    Optimal power;    Stochastic nonlinear programming;    Two stage optimizations;   

Others  :  https://iopscience.iop.org/article/10.1088/1755-1315/288/1/012101/pdf
DOI  :  10.1088/1755-1315/288/1/012101

来源: IOP

【 摘 要 】

Approach to the solution of a problem of optimal power and resource-intensive process design under uncertainty is proposed. The problem has a form of two-stage optimization problem with separate chance constraints. The approach based on the problem's functions approximations allows us to avoid calculation of multiple integrals. This allows us to reduce the problem of stochastic nonlinear programming to the usual problem of nonlinear programming.