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Bounding the set of solutions of a perturbed global optimization problem

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Abstract

Consider a global optimization problem in which the objective function and/or the constraints are expressed in terms of parameters. Suppose we wish to know the set of global solutions as the parameters vary over given intervals. In this paper we discuss procedures using interval analysis for computing guaranteed bounds on the solution set. This provides a means for doing a sensitivity analysis or simply bounding the effect of errors in data.

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References

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  1. 654 Paco Dr., 94024, Los Altos, CA, U.S.A.

    E. R. Hansen

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  1. E. R. Hansen
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Hansen, E.R. Bounding the set of solutions of a perturbed global optimization problem. J Glob Optim 1, 359–374 (1991). https://doi.org/10.1007/BF00130831

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  • DOI: https://doi.org/10.1007/BF00130831

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