Solving multi-objective chance constrained programming problem involving three parameters log normal distribution

Author(s):  
Srikumar Acharya ◽  
Berhanu Belay ◽  
Rajashree Mishra
1994 ◽  
Vol 23 (1) ◽  
pp. 58-65 ◽  
Author(s):  
Minkang Zhu ◽  
Daniel B. Taylor ◽  
Subhash C. Sarin ◽  
Randall A. Kramer

The random nature of soil loss under alternative land-use practices should be an important consideration of soil conservation planning and analysis under risk. Chance constrained programming models can provide information on the trade-offs among pre-determined tolerance levels of soil loss, probability levels of satisfying the tolerance levels, and economic profits or losses resulting from soil conservation to soil conservation policy makers. When using chance constrained programming models, the distribution of factors being constrained must be evaluated. If random variables follow a log-normal distribution, the normality assumption, which is generally used in the chance constrained programming models, can bias the results.


2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yu Chen ◽  
Yonggang Li ◽  
Bei Sun ◽  
Chunhua Yang ◽  
Hongqiu Zhu

<p style='text-indent:20px;'>Considering the uncertainty of zinc concentrates and the shortage of high-quality ore inventory, a multi-objective chance-constrained programming (MOCCP) is established for blending optimization. Firstly, the distribution characteristics of zinc concentrates are obtained by statistical methods and the normal distribution is truncated according to the actual industrial situation. Secondly, by minimizing the pessimistic value and maximizing the optimistic value of object function, a MOCCP is decomposed into a MiniMin and MaxiMax chance-constrained programming, which is easy to handle. Thirdly, a hybrid intelligent algorithm is presented to obtain the Pareto front. Then, the furnace condition of roasting process is established based on analytic hierarchy process, and a satisfactory solution is selected from Pareto solution according to expert rules. Finally, taking the production data as an example, the effectiveness and feasibility of this method are verified. Compared to traditional blending optimization, recommended model both can ensure that each component meets the needs of production probability, and adjust the confident level of each component. Compared with the distribution without truncation, the optimization results of this method are more in line with the actual situation.</p>


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