Global Optimization with quantified constraints and integral objective function: an Interval Branch and Bound Approach
Résumé
The main benefits of Interval-Analysis-based methods are to cope with non-convexity and heterogenous optimization problems.
We illustrate these approach by solving a structured robust control problems with H_2 and H_infinity constraint and model uncertainties. These problems can be formulated as an optimization problem with integral objective function and quantified constraints.