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OPTIMIZATION IN CONDITIONS OF INTERVAL UNCERTAINTY BY DETERMINATION METHOD

Annotation

The existing approaches to system optimization (optimal design) under uncertainty are considered. The exact formulation of constrained optimization problem with the interval uncertainty of objective function and constraints parameters is given. The mathematical theory of intervals comparison including precise definition of minimum and maximum ranges is stated. On the base of this theory the determination method is formulated and justified which allows to solve problem by reduction to a two fully certain constrained optimization problems of same type.

Keywords

system optimization; uncertainty; optimization with interval uncertainty; determination method.

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UDC

62–50:519.7/8

Pages

844-851

References

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Received

2014-06-18

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Scientific articles

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