Multilocal programming: a derivative-free filter multistart algorithm

• Autor(es): Fernandes, Florbela P. ; Costa, M. Fernanda P. ; Fernandes, Edite M.G.P.
• Data: 2013
• Identificador Persistente: http://hdl.handle.net/10198/9026
• Origem: Biblioteca Digital do IPB
• Assunto(s): Multilocal programming; Multistart; Derivative-free; Coordinate search; Filter method
• Tipo de Documento: Parte ou capítulo de livro
• Idioma: Inglês

Descrição

Multilocal programming aims to locate all the local solutions of an optimization problem. A stochastic method based on a multistart strategy and a derivative-free filter local search for solving general constrained optimization problems is presented. The filter methodology is integrated into a coordinate search paradigm in order to generate a set of trial approximations that might be acceptable if they improve the constraint violation or the objective function value relative to the current one. Preliminary numerical experiments with a benchmark set of problems show the effectiveness of the proposed method.