Truncated Halton Sequence and Adaptive Differential Evolution to Solve Joint Chance Constrained Problems with Application to Flood Control Planning

This paper proposes a new optimization method to solve Joint Chance Constrained Problems (JCCPs). Instead of the time-consuming Monte Carlo simulation based on random sampling, Truncated Halton Sequence (THS) is used to evaluate the probabilistic constraint in JCCP. A group-based adaptive differential evolution called JADE2G is combined with THS and used to solve JCCP effectively. The proposed optimization method is applied to the flood control planning formulated as JCCP.