2020
DOI: 10.48550/arxiv.2003.09664
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Particle Swarm Metaheuristics for Robust Optimisation with Implementation Uncertainty

Abstract: 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 within some distance to the intended solution may be implemented. The aim is to find a robust solution, i.e., one where the worst possible solution nearby still performs as well as possible.Problems of this type exhibit another maximisation layer to find the worst case solution within the minimisation level of finding a robust solution, … Show more

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