A Largest Empty Hypersphere Metaheuristic for Robust Optimization with Implementation Uncertainty (Martin Hughes, PhD student)
Wednesday 2 May 2018, 1:45pm to 3:00pm
Venue
CHC - Charles Carter A15 - View MapOpen to
Postgraduates, StaffRegistration
Registration not required - just turn upEvent Details
This is the first of a two part seminar session for Management Science
Abstract: We consider robust optimization problems with implementation uncertainty. In this setting, the solution that a decision maker wants to implement is affected by uncertainty. The aim is to find a solution that optimizes the worst possible performance in this setting.
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 on the structure of the original objective function, making this approach also viable for simulation-optimization settings. In computational experiments we demonstrate a strong performance of our approach, which makes it possible to solve even high-dimensional problems.
Contact Details
Name | Gay Bentinck |
Telephone number |
+44 1524 592408 |