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A Largest Empty Hypersphere Metaheuristic for Robust Optimisation with Implementation Uncertainty
[article]
2018
arXiv
pre-print
We consider box-constrained robust optimisation problems with implementation uncertainty. In this setting, the solution that a decision maker wants to implement may become perturbed. The aim is to find a solution that optimises the worst possible performance over all possible perturbances. Previously, only few generic search methods have been developed for this setting. We introduce a new approach for a global search, based on placing a largest empty hypersphere. We do not assume any knowledge
arXiv:1809.02437v1
fatcat:duffpeia7nfnhn6dfq4pin4som