An interval branch and bound method for global Robust optimization |
| |
Authors: | Carrizosa Emilio Messine Frédéric |
| |
Institution: | 1.IMUS-Instituto de Matemáticas de la Universidad de Sevilla, Sevilla, Spain ;2.Université de Toulouse, LAPLACE (CNRS UMR5213), ENSEEIHT-Toulouse INP, Toulouse, France ; |
| |
Abstract: | In this paper, we design a Branch and Bound algorithm based on interval arithmetic to address nonconvex robust optimization problems. This algorithm provides the exact global solution of such difficult problems arising in many real life applications. A code was developed in MatLab and was used to solve some robust nonconvex problems with few variables. This first numerical study shows the interest of this approach providing the global solution of such difficult robust nonconvex optimization problems. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|