A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints.
Frank E. CurtisAndreas WächterVictor M. ZavalaPublished in: SIAM J. Optim. (2018)
Keyphrases
- optimization problems
- cost function
- computational complexity
- objective function
- search space
- optimization algorithm
- dynamic programming
- np hard
- worst case
- simulated annealing
- benchmark problems
- linear programming
- particle swarm optimization
- solving nonlinear
- primal dual
- knapsack problem
- closed loop
- combinatorial optimization
- differential evolution
- multistage
- special case
- control system
- optimal solution