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A Reduced Space Branch and Bound Algorithm for Global optimization

โœ Scribed by Thomas G. W. Epperly; Efstratios N. Pistikopoulos


Book ID
110260234
Publisher
Springer US
Year
1997
Tongue
English
Weight
177 KB
Volume
11
Category
Article
ISSN
0925-5001

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We consider probabilistically constrained linear programs with general distributions for the uncertain parameters. These problems involve non-convex feasible sets. We develop a branch-and-bound algorithm that searches for a global optimal solution to this problem by successively partitioning the non