Multistart coupled with a derivative-free filter local search for locating multiple solutions

Fernandes, Florbela P.; Pereira, Ana I.; Costa, Maria F.P.; Fernandes, Edite M.G.P.

http://hdl.handle.net/10198/7483

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Authors

Fernandes, Florbela P.

Pereira, Ana I.

Costa, Maria F.P.

Fernandes, Edite M.G.P.

Abstract(s)

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.

Keywords

Multistart Derivatives-free

URI

http://hdl.handle.net/10198/7483

Citation

Fernandes, Florbela P.; Pereira, Ana I.; Costa, Maria F.P.; Fernandes, Edite M.G.P. (2012). Multistart coupled with a derivative-free filter local search for locating multiple solutions. In EURO 2012. Vilnius -- Lituânia.