An interval branch and bound method for global Robust optimization

被引：2

作者：

Carrizosa, Emilio ^{[1
]}

Messine, Frederic ^{[2
]}

机构：

[1] Univ Seville, IMUS Inst Matemat, Seville, Spain

[2] Univ Toulouse, CNRS, LAPLACE, UMR5213,ENSEEIHT Toulouse INP, Toulouse, France

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2021年 / 80卷 / 03期

关键词：

Robust optimization; Interval arithmetic; Branch and bound;

D O I：

10.1007/s10898-021-01010-5

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：507 / 522

页数：16

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