Hooke and Jeeves based multilevel coordinate search to globally solving nonsmoo...

• Autor(es): Costa, M. Fernanda P. ; Rocha, Ana Maria A. C. ; Fernandes, Edite Manuela da G. P.
• Data: 2013
• Identificador Persistente: http://hdl.handle.net/1822/25993
• Origem: RepositóriUM - Universidade do Minho
• Assunto(s): Global optimization; Derivative-free; Multilevel search
• Tipo de Documento: Documento de conferência
• Idioma: Inglês

Descrição

Publicado em "AIP Conference Proceedings", vol. 1558 In this paper, we present a derivative-free multilevel coordinate search (MCS) approach, that relies on the Hooke and Jeeves local search, for globally solving bound constrained optimization problems. Numerical experiments show that the proposed algorithm is effective in solving benchmark problems, when compared with the well-known solvers MCS and DIRECT.