Pool & Discard Algorithm for Chance Constrained Optimization Problems

Pool & Discard Algorithm for Chance Constrained Optimization Problems

In this paper, we describe an effective algorithm for handling chance constrained optimization problems, called the Pool & Discard algorithm. The algorithm utilizes the scenario approximation framework for chance constrained optimization problems, and the warm-start and problem modification...

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Bibliographic Details
Main Authors: Jakub Kudela, Pavel Popela
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Chance constrained programming
scenario approximation
P&D algorithm
stochastic programming
constraint removal
Online Access:https://ieeexplore.ieee.org/document/9079523/

Internet

https://ieeexplore.ieee.org/document/9079523/

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