An augmented lagrangian fish swarm based method for global optimization

• Author(s): Rocha, Ana Maria A. C. ; Martins, Tiago F. M. C. ; Fernandes, Edite Manuela da G. P.
• Date: 2011
• Persistent ID: http://hdl.handle.net/1822/12909
• Origin: RepositóriUM - Universidade do Minho
• Subject(s): Augmented Lagrangian function; Artificial fish swarm; Stochastic convergence
• Document Type: Article
• Language: English

Description

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.