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Multilocal programming: a derivative-free filter multistart algorithm
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Orientador(es)
Resumo(s)
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 the
constraint violation or the objective function value relative to the current
one. Preliminary numerical experiments with a benchmark set of
problems show the effectiveness of the proposed method.
Descrição
Palavras-chave
Multilocal programming Multistart Derivative-free Coordinate search Filter method
Contexto Educativo
Citação
Fernandes, Florbela P.; Costa, M. Fernanda P.; Fernandes, Edite M.G.P. (2013). Multilocal programming: a derivative-free filter multistart algorithm. In Murgante, B.[et al.] (Eds.). Computational Science and Its Applications - ICCSA 2013. Springer. p. 333-346. ISBN 978-3-642-39636-6