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Communication Dans Un Congrès Année : 2021

Nested branch-and-bound algorithm for minmax problem and constraints with quantifiers

Résumé

We consider global optimization problems of a minmax function subject to constraints with quantifiers. The goal is to minimize over x the maximum over y of f(x,y), and constraints with quantifiers must be satisfied for a set of value (for all y in S). We present an algorithm to address this non-smooth objective function and the constraints with quantifiers in the same way. Our approach is a set-valued method based on two nested branch-and-bound algorithm, using interval analysis. This problem arises in structured robust control, semi-infinite optimization or minmax optimization.
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Dates et versions

hal-03474825 , version 1 (10-12-2021)

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Domaine public

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  • HAL Id : hal-03474825 , version 1

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Jordan Ninin, Dominique Monnet, Benoit Clement. Nested branch-and-bound algorithm for minmax problem and constraints with quantifiers. EUROPT 2021, the 18th international workshop on continuous optimization, continuous optimization working group of EURO, Jul 2021, Toulouse, France. ⟨hal-03474825⟩
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