Journal of Global Optimization

, Volume 39, Issue 4, pp 577–593 | Cite as

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

  • Leocadio G. Casado
  • Eligius M. T. Hendrix
  • Inmaculada García
Original Paper

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.

Keywords

Blending Branch-and-Bound Quadratic programming Robust solutions 

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Copyright information

© Springer Science+Business Media, Inc. 2007

Authors and Affiliations

  • Leocadio G. Casado
    • 1
  • Eligius M. T. Hendrix
    • 2
  • Inmaculada García
    • 1
  1. 1.Departmento de Arquitectura de Computadores y ElectrónicaUniversidad de AlmeriaAlmeriaSpain
  2. 2.Operationele Research en Logistiek GroepWageningen UniversiteitWageningenThe Netherlands

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