Heuristic pattern search for bound constrained minimax problems

• Autor(es): Espírito Santo, I. A. C. P. ; Fernandes, Edite Manuela da G. P.
• Data: 2011
• Identificador Persistente: http://hdl.handle.net/1822/15631
• Origem: RepositóriUM - Universidade do Minho
• Assunto(s): Minimax problems; Hooke and jeeves; Heuristic pattern search; Hybridization; Random descent search
• Tipo de Documento: Parte ou capítulo de livro
• Idioma: Inglês

Descrição

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.