Infeasibility spheres for finding robust solutions of blending problems with quadratic constraints

Infeasibility spheres for finding robust solutions of blending problems with quadratic constraints

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Article ID: iaor20084737
Country: Netherlands
Volume: 39
Issue: 4
Start Page Number: 577
End Page Number: 593
Publication Date: Dec 2007
Journal: Journal of Global Optimization
Authors: , ,
Keywords: programming: branch and bound
Abstract:

The blending problem is studied as a problem of finding cheap robust feasible solutions on the unit simplex fulfilling linear and quadratic inequalities. Properties of a regular grid over the unit simplex are discussed. Several tests based on spherical regions are described and evaluated to check the feasibility of subsets and robustness of products. These tests have been implemented into a Branch-and-Bound algorithm that reduces the set of points evaluated on the regular grid. The whole is illustrated numerically.

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