Multistart Hooke and Jeeves Filter Method for Mixed Variable Optimization

被引：2

作者：

Fernandes, Florbela P. ^{[1
,2
]}

Costa, M. Fernanda P. ^{[2
,3
]}

Fernandes, Edite M. G. P. ^{[4
]}

Rocha, Ana Maria A. C. ^{[4
]}

机构：

[1] Polytech Inst Braganca, Dept Math, Braganca, Portugal

[2] Univ Minho, CMAT, P-4719 Braga, Portugal

[3] Univ Minho, Dept Math & Applicat, P-4719 Braga, Portugal

[4] Univ Minho, Algorithm R&D Ctr, P-4719 Braga, Portugal

来源：

11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013) | 2013年 / 1558卷

关键词：

Global optimization; Multistart; Hooke and Jeeves; Filter method; PROGRAMMING-PROBLEMS; DIRECT SEARCH; ALGORITHMS;

D O I：

10.1063/1.4825566

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this study, we propose an extended version of the Hooke and Jeeves algorithm that uses a simple heuristic to handle integer and/or binary variables and a filter set methodology to handle constraints. This proposal is integrated into a multistart method as a local solver and it is repeatedly called in order to compute different optimal solutions. Then, the best of all stored optimal solutions is selected as the global optimum. The performance of the new method is tested on benchmark problems. Its effectiveness is emphasized by a comparison with other well-known stochastic solvers.

引用

页码：614 / 617

页数：4

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