A problem of technical system design must be solving taking into account uncertainty of physical, chemical and economical data. It is an important problem to obtain construction and control parameters which will satisfy all constraints (definitely or with some probability) despite of inner and outer influence during operation. This paper reviews two-stage problem with chance constraints. Authors propose the control variable approximation depend on uncertain variables. The uncertainty region partition and the unique control variable approximation on the subregion using to save of computational efforts are proposed in the paper. The piecewise constant and PWL function forms are proposed in the paper.
оптимизация, оптимальное проектирование, одноэтапная задача, вероятностные ограничения, optimization, optimal design, one-stage problem, chance constraints
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