Abstract
dc:description.abstractIn this study, a method is developed to solve general stochastic programming problems. The method is applicable to both linear and nonlinear optimization. Based on a proper linearization, a set of probabilistic constraints (performance functions) can be transformed into a corresponding set of deterministic constraints. this is accomplish by expanding all the constraints about the most probable failure point. The use of the proposed method allows the simplification of any stochastic programming problems into a standard linear programming problem. Numerical examples are applied to the area of probability- based optimum structural design.
Degree
thesis:*- Name thesis:degree_name
- Master of Science
- Level thesis:degree_level
- masters
- Discipline thesis:degree_discipline
- Engineering Mechanics
- Department dc:contributor.department
- Engineering Mechanics
- Grantor dc:publisher
- Virginia Tech
- Year dc:date.issued
- 1992
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Esteban, Jaime
- Chair dc:contributor.committeechair
-
- Thangjitham, Surot
- Committee members dc:contributor.committeemember
-
- Heller, Robert A.
- Morton, John
Rights
dc:rights- Statement dc:rights
-
- In Copyright
- Licence dc:rights.uri
- Language dc:language.iso
- en
Identifiers
dc:identifier.*- Dc Identifier Other
- etd-03302010-020045
- OAI identifier oai:identifier
- oai:vtechworks.lib.vt.edu:10919/41801