3 papers
math.OC2020
Automatic Generation of Algorithms for Black-Box Robust Optimisation Problems
Martin Hughes, Marc Goerigk, Trivikram Dokka
We develop algorithms capable of tackling robust black-box optimisation problems, where the number of model runs is limited. When a desired solution cannot be implemented exactly t…
math.OC2020
Particle Swarm Metaheuristics for Robust Optimisation with Implementation Uncertainty
Martin Hughes, Marc Goerigk, Trivikram Dokka
We consider global non-convex optimisation problems under uncertainty. In this setting, it is not possible to implement a desired solution exactly. Instead, any other solution with…
math.OC2018
A Largest Empty Hypersphere Metaheuristic for Robust Optimisation with Implementation Uncertainty
Martin Hughes, Marc Goerigk, Michael Wright
We consider box-constrained robust optimisation problems with implementation uncertainty. In this setting, the solution that a decision maker wants to implement may become perturbe…