Data-driven individual and joint chance-constrained optimization via kernel smoothing.
Bruno A. CalfaIgnacio E. GrossmannAnshul AgarwalScott J. BuryJohn M. WassickPublished in: Comput. Chem. Eng. (2015)
Keyphrases
- chance constrained
- data driven
- stochastic programming
- robust optimization
- chance constraints
- multistage
- optimization algorithm
- linear program
- mathematical programming
- kernel methods
- chance constrained programming
- computationally tractable
- combinatorial optimization
- reverse logistics
- optimization problems
- multi objective
- kernel function