Highly Influenced

@inproceedings{Royset2007ExtensionsOS, title={Extensions of Stochastic Optimization Results to Problems with System Failure Probability Functions}, author={Johannes O. Royset and Elijah Polak}, year={2007} }

- Published 2007

We derive an implementable algorithm for solving nonlinear stochastic optimization problems with failure probability constraints using sample average approximations. The paper extends prior results dealing with a failure probability expressed by a single measure to the case of failure probability expressed in terms of multiple performance measures. We also present a new formula for the failure probability gradient. A numerical example addressing the optimal design of a reinforced concreteâ€¦Â CONTINUE READING