Variable Neighborhood Search for Robust Optimization and Applications to Aerodynamics

  • A. Mucherino
  • M. Fuchs
  • X. Vasseur
  • S. Gratton
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7116)

Abstract

Many real-life applications lead to the definition of robust optimization problems where the objective function is a black box. This may be due, for example, to the fact that the objective function is evaluated through computer simulations, and that some parameters are uncertain. When this is the case, existing algorithms for optimization are not able to provide good-quality solutions in general. We propose a heuristic algorithm for solving black box robust optimization problems, which is based on a bilevel Variable Neighborhood Search to solve the minimax formulation of the problem. We also apply this algorithm for the solution of a wing shape optimization where the objective function is a computationally expensive black box. Preliminary computational experiments are reported.

Keywords

Robust Optimization Variable Neighborhood Variable Neighborhood Search Uncertain Variable Bilevel Program 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • A. Mucherino
    • 1
  • M. Fuchs
    • 1
  • X. Vasseur
    • 1
  • S. Gratton
    • 1
    • 2
  1. 1.CERFACSToulouseFrance
  2. 2.INPT-IRITUniversity of ToulouseToulouseFrance

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