Data-driven individual and joint chance-constrained optimization via kernel smoothing

•Reformulation of individual and joint chance constraints using kernel smoothing.•Method to calculate the divergence tolerance based on kernel smoothing estimation.•Initialization scheme for joint chance-constrained problems.•Application in production planning with variability in production rates. W...

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Bibliographic Details
Published in:	Computers & chemical engineering Vol. 78; pp. 51 - 69
Main Authors:	Calfa, B.A., Grossmann, I.E., Agarwal, A., Bury, S.J., Wassick, J.M.
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 12.07.2015
Subjects:	Confidence Data-driven chance constraint Density Distribution functions Estimates Kernel smoothing Kernels Mathematical models Optimization Process systems engineering Smoothing ϕ-Divergence Data-driven chance constraint 90C90 90C15 ϕ-Divergence Process systems engineering Kernel smoothing
ISSN:	0098-1354, 1873-4375
Online Access:	Get full text
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