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Multistart Hooke and Jeeves filter method for mixed variable optimization

AIP Conference Proceedings, vol. 1558 ; In this study, we propose an extended version of the Hooke and Jeeves algorithm that uses a simple heuristic to handle integer and/or binary variables and a filter set methodology to handle constraints. This proposal is integrated into a multistart method as a local solver and it is repeatedly called in order to compute different optimal solutions. Then, the best of all ...

Multilocal programming : a derivative-free filter multistart algorithm

Multilocal programming aims to locate all the local solutions of an optimization problem. A stochastic method based on a multistart strategy and a derivative-free filter local search for solving general constrained optimization problems is presented. The filter methodology is integrated into a coordinate search paradigm in order to generate a set of trial approximations that might be acceptable if they improve ...

Multistart hooke and jeeves filter method for mixed variable optimization

In this study, we propose an extended version of the Hooke and Jeeves algorithm that uses a simple heuristic to handle integer and/or binary variables and a filter set methodology to handle constraints. This proposal is integrated into a multistart method as a local solver and it is repeatedly called in order to compute different optimal solutions. Then, the best of all stored optimal solutions is selected as t...

Multilocal programming: a derivative-free filter multistart algorithm

Multilocal programming aims to locate all the local solutions of an optimization problem. A stochastic method based on a multistart strategy and a derivative-free filter local search for solving general constrained optimization problems is presented. The filter methodology is integrated into a coordinate search paradigm in order to generate a set of trial approximations that might be acceptable if they improve ...

Stopping rules effect on a derivative-free filter multistart algorithm for mult...

A derivative-free filter driven multistart technique for global optimization

A stochastic global optimization method based on a multistart strategy and a derivative-free filter local search for general constrained optimization is presented and analyzed. In the local search procedure, approximate descent directions for the constraint violation or the objective function are used to progress towards the optimal solution. The algorithm is able to locate all the local minima, and consequentl...

A derivative-free filter driven multistart technique for global optimization

A stochastic global optimization method based on a multistart strategy and a derivative-free filter local search for general constrained optimization is presented and analyzed. In the local search procedure, approximate descent directions for the constraint violation or the objective function are used to progress towards the optimal solution. The algorithm is able to locate all the local minima, and consequentl...

Stopping rules effect on a derivative-free filter multistart algorithm for mult...

Multilocal programming aims to identify all the local solutions of constrained optimization problems. The purpose of this paper is to analyze the effect of stopping rules on the performance of a particular multistart method, which relies on a derivative-free local search procedure to converge to a solution, when solving multilocal optimization problems. The method herein presented implements the approximate des...

Stopping rules effect on a derivative-free filter multistart algorithm for mult...

Multilocal programming aims to identify all the local solutions of constrained optimization problems. The purpose of this paper is to analyze the effect of stopping rules on the performance of a particular multistart method, which relies on a derivative-free local search procedure to converge to a solution, when solving multilocal optimization problems. The method herein presented implements the approximate des...

Multistart coupled with a derivative-free filter local search for locating mult...

A multistart technique coupled with a derivative-free lter local search algorithm for locating all the optimal solutions of a nonconvex constrained optimization is presented. To reach a fast convergence to the optimal solutions, the local search procedure is based on descent directions. The lter-set concept is introduced to handle the constraints of the problem. The generated direction vector is descent for t...