Paper
Optimization in the Interval Uncertainty by Determination Method
- Authors:
- Vitaly I. Levin
- Abstract
- Existing approaches to system optimization (optimal design) under uncertainty are considered. The exact formulation of constrained optimization problem with interval uncertainty of the objective function and constraints parameters is given. The mathematical theory of intervals comparison including the precise definition of minimum and maximum ranges is stated. On the basis of this theory, the determination method is formulated and justified which allows solving problems by reducing to a two fully certain con-strained optimization problems of the same type.
- Keywords
- Optimization; Uncertainty; Optimization with Interval Uncertainty; Determination Method
- StartPage
- 18
- EndPage
- 26
- Doi
- 10.18005/JCSE0202002