The Interval Estimation of Set-Valued Model for the Chance Constraint Programming

Author

Xiao-Hui, Luo ; Li-hong, He

Author_Institution

Sch. of Civil Eng. & Mech., Huazhong Univ. of Sci. & Technol., Wuhan, China

Volume

2

fYear

2010

fDate

13-14 Oct. 2010

Firstpage

678

Lastpage

682

Abstract

The optimal value of un-linear objective function of chance constrain programming worked out interval estimation from mathematical statistic angle, discussed the improvement estimate precision method and analyzed the size relation of two random variables according to the threshold value tenable concept. Based on the analysis of chance constraint, constraint condition of chance constrained programming would be changed as set-valued constraint. The optimum value of objective function could be obtained by genetic algorithm and interpolation method.

Keywords

constraint handling; genetic algorithms; interpolation; mathematical programming; set theory; chance constraint programming; genetic algorithm; improvement estimate precision method; interpolation method; mathematical programming; mathematical statistic angle; set-valued model interval estimation; threshold value tenable concept; Distribution functions; Equations; Mathematical model; Mathematical programming; Programming profession; Random variables; Chance constrain programming; Sector estimation; Set-valued constraint; Threshold value;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent System Design and Engineering Application (ISDEA), 2010 International Conference on

Conference_Location

Changsha

Print_ISBN

978-1-4244-8333-4

Type

conf

DOI

10.1109/ISDEA.2010.413

Filename

5743503