An Approach to Chance Constrained Problems using Truncated Halton Sequence and Differential Evolution with Application to Flood Control Planning

This paper proposes a new optimization method for solving Chance Constrained Problems (CCPs). Specifically, instead of the conventional Monte Carlo simulation based on random sampling, Truncated Halton Sequence (THS) is used to evaluate the probabilistic constraints in CCP. Then a group-based adaptive differential evolution called JADE2G is combined with THS and used to solve CCP efficiently. Actually, there are two types of CCPs, namely Joint CCP (JCCP) and Separate CCP (SCCP). Even though the proposed optimization method is applicable to both JCCP and SCCP, it is demonstrated through the flood control planning formulated as JCCP.