Parallel Global Search Algorithm with Local Tuning for Solving Mixed-Integer Global Optimization Problems

被引:0
作者
Barkalov, K. A. [1 ]
Gergel, V. P. [1 ]
Lebedev, I. G. [1 ]
机构
[1] Lobachevskii State Univ Nizhny Novgorod, Nizhnii Novgorod 603950, Russia
关键词
global optimization; non-convex constraints; mixed-integer problems; local tuning; parallel algorithms;
D O I
10.1134/S1995080221070040
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we consider mixed-integer global optimization problems and propose a parallel algorithm for solving problems of this class based on information-statistical approach for solving continuous global optimization problems. Within this algorithm, we suggest using a local tuning scheme based on the assumption that the multiextremality of the discussed problem is weak. We also compare the sequential version of the algorithm with other similar methods. The effectiveness of parallelizing the algorithm has been confirmed by solving a series of mixed-integer global optimization problems on the Lobachevskii supercomputer.
引用
收藏
页码:1492 / 1503
页数:12
相关论文
共 25 条
[1]  
Barkalov K, 2020, COMMUN COMPUT INFORM, V1263, P100, DOI [10.1007/978-3-030-55326-5_8, DOI 10.1007/978-3-030-55326-5_8]
[2]  
Barkalov K, 2010, LECT NOTES COMPUT SC, V6083, P232
[3]   Branching and bounds tightening techniques for non-convex MINLP [J].
Belotti, Pietro ;
Lee, Jon ;
Liberti, Leo ;
Margot, Francois ;
Waechter, Andreas .
OPTIMIZATION METHODS & SOFTWARE, 2009, 24 (4-5) :597-634
[4]   Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO [J].
Boukouvala, Fani ;
Misener, Ruth ;
Floudas, Christodoulos A. .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2016, 252 (03) :701-727
[5]  
Burer S., 2012, SURV OPER RES MANAG, V17, P97, DOI [DOI 10.1016/J.SORMS.2012.08.001, 10.1016/j.sorms.2012.08.001]
[6]   A real coded genetic algorithm for solving integer and mixed integer optimization problems [J].
Deep, Kusum ;
Singh, Krishna Pratap ;
Kansal, L. ;
Mohan, C. .
APPLIED MATHEMATICS AND COMPUTATION, 2009, 212 (02) :505-518
[7]   Parallel global optimization of functions of several variables [J].
Evtushenko, Yu. G. ;
Malkova, V. U. ;
Stanevichyus, A. A. .
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 2009, 49 (02) :246-260
[8]  
Floudas CA., 1999, Handbook of Test Problems in Local and Global Optimization, V1, DOI [10.1007/978-1-4757-3040-1, DOI 10.1007/978-1-4757-3040-1]
[9]   Algorithm 829: Software for generation of classes of test functions with known local and global minima for global optimization [J].
Gaviano, M ;
Kvasov, DE ;
Lera, D ;
Sergeyev, YD .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 2003, 29 (04) :469-480
[10]   Computationally efficient approach for solving lexicographic multicriteria optimization problems [J].
Gergel, Victor ;
Kozinov, Evgeniy ;
Barkalov, Konstantin .
OPTIMIZATION LETTERS, 2021, 15 (07) :2469-2495