Chemical Engineering Science, Vol.65, No.7, 2373-2381, 2010
One-stage optimization problem with chance constraints
Generally, the design of chemical processes (CP) is performed with the use of inaccurate mathematical models. Therefore, it is essential to create chemical processes that can satisfy all the design specifications at the operation stage in spite of the changes in internal and external factors. Consequently, the problem of chemical process optimization under uncertainty is of prime importance in chemical engineering. The paper considers one-stage optimization problems with chance constraints. The main issue in solving one-stage optimization problems is calculation of multiple integrals (calculating the expected value of the objective function and probabilities of constraints satisfaction). Here we consider a new approach to solving a one-stage optimization problem which is based on transformation of chance constraints into deterministic ones. A computational experiment has shown the efficiency of this approach. (C) 2009 Elsevier Ltd. All rights reserved.
Keywords:Mathematical modelling;Systems engineering;Chemical processes;Computation;Optimization;Uncertainty