Abstract
This paper proposes an efficient optimization method to solve the Chance Constrained Problem (CCP) described as the critical fractile formula. To approximate the Cumulative Distribution Function (CDF) in CCP with an improved empirical CDF, the truncated Halton sequence is proposed. A sample saving technique is also contrived to solve CCP by using Differential Evolution efficiently. The proposed method is applied to a practical engineering problem, namely the design of SAW filter.
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This work was supported by JSPS (17K06508).
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Tagawa, K. (2018). Critical Fractile Optimization Method Using Truncated Halton Sequence with Application to SAW Filter Design. In: Auger, A., Fonseca, C., Lourenço, N., Machado, P., Paquete, L., Whitley, D. (eds) Parallel Problem Solving from Nature – PPSN XV. PPSN 2018. Lecture Notes in Computer Science(), vol 11101. Springer, Cham. https://doi.org/10.1007/978-3-319-99253-2_37
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