Conference Papers Year : 2014

A branch and bound method for global robust optimization

Abstract

In this paper, we study general nonlinear and nonconvex robust optimization problems. This leads us to create a Branch and Bound algorithm based on interval arithmetic. This algorithm can provide 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 small robust nonconvex problems with a few number of variables. This first numerical study showed the interest of this approach providing global optimum of such difficult robust nonconvex optimization problems.

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Dates and versions

hal-03942298 , version 1 (17-01-2023)

Identifiers

  • HAL Id : hal-03942298 , version 1

Cite

Emilio Carrizosa, Frédéric Messine. A branch and bound method for global robust optimization. XII Global Optimization Workshop (GOW 2014) @ Mathematical and Applied Global Optimization (MAGO 2014), Sep 2014, Malaga, Spain. pp.53-56. ⟨hal-03942298⟩
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