BONUS Algorithm for Large Scale Stochastic Nonlinear Programming Problems (SpringerBriefs in Optimization) (by Urmila Diwekar, Amy David)


Author(s): Urmila Diwekar, Amy David

Publisher: Springer
Publish date: 2015-03-06
ISBN-10: 1493922815
ISBN-13: 9781493922819
Language: English
Description: This book presents the details of the BONUS algorithm and its real
world applications in areas like sensor placement in large scale
drinking water networks, sensor placement in advanced power
systems, water management in power systems, and capacity expansion
of energy systems. A generalized method for stochastic nonlinear
programming based on a sampling based approach for uncertainty
analysis and statistical reweighting to obtain probability
information is demonstrated in this book. Stochastic optimization
problems are difficult to solve since they involve dealing with
optimization and uncertainty loops. There are two fundamental
approaches used to… more…

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