Search Results - stochastic mixed-integer nonlinear programming (problem OR problemy)

Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization by Zhang, Shixuan, Sun, Xu Andy

“…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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An improved L-shaped method for two-stage convex 0–1 mixed integer nonlinear stochastic programs by Li, Can, Grossmann, Ignacio E.

“…•Algorithm for convex nonlinear stochastic programs with mixed-integer recourse.•Combination of Lagrangean cuts and (strengthened…”
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A Bayesian optimization approach for data‐driven mixed‐integer nonlinear programming problems by Morlet‐Espinosa, Javier, Flores‐Tlacuahuac, Antonio

“… This research endeavors to investigate the application of Bayesian optimization in the realm of constrained mixed integer nonlinear problems…”
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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 by Zhang, Yunquan, Yang, Peiling

“…•The resource-environmental sustainability status and the severity of the problem in the Kaikong Irrigation District are reflected…”
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Hydrogen-Based Networked Microgrids Planning Through Two-Stage Stochastic Programming With Mixed-Integer Conic Recourse by Cao, Xiaoyu, Sun, Xunhang, Xu, Zhanbo, Zeng, Bo, Guan, Xiaohong

“…, 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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Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation by Li, Can, Bernal, David E., Furman, Kevin C., Duran, Marco A., Grossmann, Ignacio E.

“… (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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Nonconvex Generalized Benders Decomposition for Stochastic Separable Mixed-Integer Nonlinear Programs by Li, Xiang, Tomasgard, Asgeir, Barton, Paul I.

“…This paper considers deterministic global optimization of scenario-based, two-stage stochastic mixed-integer nonlinear programs (MINLPs…”
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A mean-risk mixed integer nonlinear program for transportation network protection by Lu, Jie, Gupte, Akshay, Huang, Yongxi

“…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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Column generation for multistage stochastic mixed-integer nonlinear programs with discrete state variables by Rathi, Tushar, Riley, Benjamin P., Flores-Quiroz, Angela, Zhang, Qi

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An algorithm for two-stage stochastic mixed-integer nonlinear convex problems by Mijangos, E.

“…We present an algorithm to solve two-stage stochastic convex problems, whose objective function and constraints are nonlinear…”
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A two-stage stochastic nonlinear integer-programming model for slot allocation of a liner container shipping service by Wang, Tingsong, Meng, Qiang, Wang, Shuaian, Qu, Xiaobo

“…• 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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Trilateral Planning Model for Integrated Community Energy Systems and PV-Based Prosumers-A Bilevel Stochastic Programming Approach by Pourakbari-Kasmaei, Mahdi, Asensio, Miguel, Lehtonen, Matti, Contreras, Javier

“…This paper proposes a trilateral bilevel stochastic mixed integer bilevel linear programming (MIBLP…”
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Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR by Mahmutoğulları, Ali İrfan, Çavuş, Özlem, Aktürk, M. Selim

“…•We propose a group subproblem approach for mixed-integer multi-stage stochastic problems with dynamic mean conditional value-at-risk…”
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Data-driven optimization of mixed-integer bi-level multi-follower integrated planning and scheduling problems under demand uncertainty by Beykal, Burcu, Avraamidou, Styliani, Pistikopoulos, Efstratios N.

“… 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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Balancing stochastic type-II assembly lines: chance-constrained mixed integer and constraint programming models by Pınarbaşı, Mehmet, Alakaş, Hacı Mehmet

“… Firstly, a chance-constrained nonlinear mixed integer programming (MIP) formulation is developed from the well-known deterministic form…”
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A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs by Ogbe, Emmanuel, Li, Xiang

“…This paper proposes a joint decomposition method that combines Lagrangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP…”
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Effects of resilience-oriented design on distribution networks operation planning by Shahbazi, Amid, Aghaei, Jamshid, Pirouzi, Sasan, Niknam, Taher, Shafie-khah, Miadreza, Catalão, João P.S.

“…•A scenario-based stochastic programming approach is used to model uncertain parameters.•The proposed problem is simulated on 33-bus and large-scale 119-bus distribution networks…”
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Simultaneous layout and size optimization of nonlinear viscous dampers for frame buildings under stochastic seismic excitation by Li, Luxin, Liang, Yuan, Chen, Guohai, Yang, Dixiong

“…•Sequential approximate mixed integer programming for damper design is proposed.•Direct probability integral method efficiently calculates reliability and its sensitivity…”
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Coordinated expansion planning problem considering wind farms, energy storage systems and demand response by Hamidpour, Hamidreza, Aghaei, Jamshid, Pirouzi, Sasan, Niknam, Taher, Nikoobakht, Ahmad, Lehtonen, Matti, Shafie-khah, Miadreza, Catalão, João P.S.

“…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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Retrofit Planning and Flexible Operation of Coal-Fired Units Using Stochastic Dual Dynamic Integer Programming by Li, Zhuangzhuang, Yang, Ping, Zhao, Zhuoli, Lai, Loi Lei

“… 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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