Heuristic pattern search for bound constrained minimax problems

• Author(s): Espírito Santo, I. A. C. P. ; Fernandes, Edite Manuela da G. P.
• Date: 2011
• Persistent ID: http://hdl.handle.net/1822/15631
• Origin: RepositóriUM - Universidade do Minho
• Subject(s): Minimax problems; Hooke and jeeves; Heuristic pattern search; Hybridization; Random descent search
• Document Type: Part of book or chapter of book
• Language: English

Description

This paper presents a pattern search algorithm and its hybridization with a random descent search for solving bound constrained minimax problems. The herein proposed heuristic pattern search method combines the Hooke and Jeeves (HJ) pattern and exploratory moves with a randomly generated approxi- mate descent direction. Two versions of the heuristic algorithm have been applied to several benchmark minimax problems and compared with the original HJ pat- tern search algorithm.