Search Results - stochastic mixed-integer nonlinear programming (problem OR problems)
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Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2022Published in Mathematical programming (01.11.2022)“…In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special…”
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A Bayesian optimization approach for data‐driven mixed‐integer nonlinear programming problems
ISSN: 0001-1541, 1547-5905Published: Hoboken, USA John Wiley & Sons, Inc 01.09.2024Published in AIChE journal (01.09.2024)“… This research endeavors to investigate the application of Bayesian optimization in the realm of constrained mixed integer nonlinear problems…”
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An improved L-shaped method for two-stage convex 0–1 mixed integer nonlinear stochastic programs
ISSN: 0098-1354, 1873-4375Published: Elsevier Ltd 06.04.2018Published in Computers & chemical engineering (06.04.2018)“…•Algorithm for convex nonlinear stochastic programs with mixed-integer recourse.•Combination of Lagrangean cuts and (strengthened…”
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Hydrogen-Based Networked Microgrids Planning Through Two-Stage Stochastic Programming With Mixed-Integer Conic Recourse
ISSN: 1545-5955, 1558-3783Published: New York IEEE 01.10.2022Published in IEEE transactions on automation science and engineering (01.10.2022)“…, RES generation, electric loads, and the refueling demands of hydrogen vehicles), we propose a two-stage stochastic formulation with mixed integer conic program (MICP) recourse decisions…”
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An inexact multi-objective mixed-integer nonlinear programming approach for water-soil-fertilizer management under uncertainty considering “footprint family-planetary boundary” assessment
ISSN: 0022-1694, 1879-2707Published: Elsevier B.V 01.11.2023Published in Journal of hydrology (Amsterdam) (01.11.2023)“…•The resource-environmental sustainability status and the severity of the problem in the Kaikong Irrigation District are reflected…”
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An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
ISSN: 0254-5330, 1572-9338Published: New York Springer US 01.12.2015Published in Annals of operations research (01.12.2015)“…We present an algorithm to solve two-stage stochastic convex problems, whose objective function and constraints are nonlinear…”
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Data-driven optimization of mixed-integer bi-level multi-follower integrated planning and scheduling problems under demand uncertainty
ISSN: 0098-1354, 1873-4375Published: England Elsevier Ltd 01.01.2022Published in Computers & chemical engineering (01.01.2022)“… stochastic optimization problems.•Computational studies to show the applicability of the proposed approach are presented through the solution of three planning and scheduling case studies…”
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Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 16.04.2018Published in European journal of operational research (16.04.2018)“…•We propose a group subproblem approach for mixed-integer multi-stage stochastic problems with dynamic mean conditional value-at-risk…”
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Trilateral Planning Model for Integrated Community Energy Systems and PV-Based Prosumers-A Bilevel Stochastic Programming Approach
ISSN: 0885-8950, 1558-0679Published: New York IEEE 01.01.2020Published in IEEE transactions on power systems (01.01.2020)“…This paper proposes a trilateral bilevel stochastic mixed integer bilevel linear programming (MIBLP…”
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Nonconvex Generalized Benders Decomposition for Stochastic Separable Mixed-Integer Nonlinear Programs
ISSN: 0022-3239, 1573-2878Published: Boston Springer US 01.12.2011Published in Journal of optimization theory and applications (01.12.2011)“…This paper considers deterministic global optimization of scenario-based, two-stage stochastic mixed-integer nonlinear programs (MINLPs…”
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Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
ISSN: 1389-4420, 1573-2924Published: New York Springer US 01.09.2021Published in Optimization and engineering (01.09.2021)“… (Wei and Realff in Comput Chem Eng 28(3):333–346, 2004). The SAAOA algorithm does internal sampling within a nonconvex outer-approximation algorithm where we iterate between a mixed-integer linear programming (MILP…”
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A mean-risk mixed integer nonlinear program for transportation network protection
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 16.02.2018Published in European journal of operational research (16.02.2018)“…s. Traditional two-stage stochastic programming has been widely adopted to obtain solutions under a risk-neutral preference through the use of expectations in the recourse function…”
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Coordinated expansion planning problem considering wind farms, energy storage systems and demand response
ISSN: 0360-5442, 1873-6785Published: Oxford Elsevier Ltd 15.01.2022Published in Energy (Oxford) (15.01.2022)“…During the recent years, the power system has entered a new technological era. The trends associated with increased commitment to wind farms (WFs) and energy…”
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Column generation for multistage stochastic mixed-integer nonlinear programs with discrete state variables
ISSN: 0925-5001, 1573-2916Published: 25.03.2025Published in Journal of global optimization (25.03.2025)Get full text
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A two-stage stochastic nonlinear integer-programming model for slot allocation of a liner container shipping service
ISSN: 0191-2615, 1879-2367Published: Oxford Elsevier Ltd 01.08.2021Published in Transportation research. Part B: methodological (01.08.2021)“…• A two-stage stochastic integer nonlinear programming model is proposed.• A solution algorithm based on sample average approximation is used to solve the model…”
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Balancing stochastic type-II assembly lines: chance-constrained mixed integer and constraint programming models
ISSN: 0305-215X, 1029-0273Published: Abingdon Taylor & Francis 01.12.2020Published in Engineering optimization (01.12.2020)“… Firstly, a chance-constrained nonlinear mixed integer programming (MIP) formulation is developed from the well-known deterministic form…”
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Retrofit Planning and Flexible Operation of Coal-Fired Units Using Stochastic Dual Dynamic Integer Programming
ISSN: 0885-8950, 1558-0679Published: New York IEEE 01.01.2024Published in IEEE transactions on power systems (01.01.2024)“… A novel flexibility retrofit planning (FRP) model is proposed in which the embedded operational problem is a stochastic mixed-integer nonlinear programming (SMINLP…”
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Decentralized Stochastic Optimal Power Flow Problem Considering Prohibited Operating Zones and Renewables Sources
ISSN: 0093-9994, 1939-9367Published: New York IEEE 01.03.2025Published in IEEE transactions on industry applications (01.03.2025)“…) constraints of thermoelectrical units and formulated as a mixed-integer nonlinear programming model…”
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Adaptive conflict resolution for multi-UAV 4D routes optimization using stochastic fractal search algorithm
ISSN: 0968-090X, 1879-2359Published: Elsevier Ltd 01.06.2022Published in Transportation research. Part C, Emerging technologies (01.06.2022)“…•The optimization problem is developed as a mixed-integer nonlinear programming model.•An improved stochastic fractal search algorithm is employed to solve the MINLP model…”
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Optimal reactive power dispatch: a review, and a new stochastic voltage stability constrained multi-objective model at the presence of uncertain wind power generation
ISSN: 1751-8687, 1751-8695Published: The Institution of Engineering and Technology 09.03.2017Published in IET generation, transmission & distribution (09.03.2017)“… The literature review consists of a classification of ORPD problem, along with a survey on the strengths and weaknesses of different models proposed previously…”
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