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  • Multistart coupled with a derivative-free filter local search for locating multiple solutions
    Publication . Fernandes, Florbela P.; Pereira, Ana I.; Costa, Maria F.P.; Fernandes, Edite M.G.P.
    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 the objective function if the sample point is feasible; otherwise, it is descent for the constraint violation. Numerical experiments with benchmark problems are reported and a comparison with other stochastic methods is included.
  • Reduction method with multistart technique for semi-infinite programming problems
    Publication . Pereira, Ana I.; Fernandes, Florbela P.; Costa, Maria F.P.; Fernandes, Edite M.G.P.
    Semi-infinite programming problems can be efficiently solved by reduction type methods. In this work a new global reduction method for semi-infinite programming is presented. The multilocal optimization is carried out with a multistart technique and the reduced problem is approximately solved by a primal-dual interior point method combined with a two-dimensional filter line search strategy. The filter strategy is used to promote the global convergence of the algorithm. Numerical experiments with a set of well-known problems are shown and comparisons with other methods are presented.