A simulated annealing approach for reliability-based chance-constrained programming

dc.contributor.authorSakalli, Umit Sami
dc.date.accessioned2020-06-25T18:12:10Z
dc.date.available2020-06-25T18:12:10Z
dc.date.issued2014
dc.departmentKırıkkale Üniversitesi
dc.description.abstractThe chance-constrained programming (CCP) is a well-known and widely used stochastic programming approach. In the CCP approach, determining the confidence levels of the constraints at the beginning of solution process is a critical issue for optimality. On one hand, it is possible to obtain better solutions at different confidence levels. On the other hand, the decision makers prefer to simplify their choices instead of grappling with the details such as determining confidence levels for all chance constraints. Reliability is an effective tool that enables the decision maker to look over the system integrity. In this paper, the CCP is considered as a reliability-based nonlinear multiobjective model, and a simulated annealing (SA) algorithm is developed to solve the model. The SA represents different solution alternatives at the different reliability degrees to the decision makers by performing different confidence levels. Thus, the decision makers have the opportunity to make more effective decisions. Copyright (C) 2013 John Wiley & Sons, Ltd.en_US
dc.identifier.citationclosedAccessen_US
dc.identifier.doi10.1002/asmb.2000
dc.identifier.endpage508en_US
dc.identifier.issn1524-1904
dc.identifier.issn1526-4025
dc.identifier.issue4en_US
dc.identifier.scopus2-s2.0-84905912137
dc.identifier.scopusqualityQ3
dc.identifier.startpage497en_US
dc.identifier.urihttps://doi.org/10.1002/asmb.2000
dc.identifier.urihttps://hdl.handle.net/20.500.12587/5780
dc.identifier.volume30en_US
dc.identifier.wosWOS:000342901900012
dc.identifier.wosqualityQ3
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherWileyen_US
dc.relation.ispartofApplied Stochastic Models In Business And Industry
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectstochastic programmingen_US
dc.subjectsimulated annealingen_US
dc.subjectreliabilityen_US
dc.subjectmultiobjectiveen_US
dc.titleA simulated annealing approach for reliability-based chance-constrained programmingen_US
dc.typeArticle

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