Industrial & Engineering Chemistry Research, Vol.56, No.12, 3309-3331, 2017
Optimization of Chemical Process with Joint Chance Constraints
In this article, we develop a new approximate method of solving optimization problems with joint chance constraints for the case when the uncertain parameters are independent random variables. We consider only chance constraints with left-hand-side uncertainty. Our method is based on the transformation of chance constraints into deterministic form. This permits the.computationally intensive operation of calculating multiple integrals when solving joint chance-constrainted optimization problems to be avoided.