An augmented lagrangian fish swarm based method for global optimization

• Autor(es): Rocha, Ana Maria A. C. ; Martins, Tiago F. M. C. ; Fernandes, Edite Manuela da G. P.
• Data: 2011
• Identificador Persistente: http://hdl.handle.net/1822/12909
• Origem: RepositóriUM - Universidade do Minho
• Assunto(s): Augmented Lagrangian function; Artificial fish swarm; Stochastic convergence
• Tipo de Documento: Artigo
• Idioma: Inglês

Descrição

This paper presents an augmented Lagrangian methodology with a stochastic population based algorithm for solving nonlinear constrained global optimization problems. The method approximately solves a sequence of simple bound global optimization subproblems using a fish swarm intelligent algorithm. A stochastic convergence analysis of the fish swarm iterative process is included. Numerical results with a benchmark set of problems are shown, including a comparison with other stochastic-type algorithms.