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A derivative-free filter driven multistart technique for global optimization

dc.contributor.authorFernandes, Florbela P.
dc.contributor.authorCosta, M. Fernanda P.
dc.contributor.authorFernandes, Edite M.G.P.
dc.date.accessioned2013-08-27T11:18:45Z
dc.date.available2013-08-27T11:18:45Z
dc.date.issued2012
dc.description.abstractA 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 consequently, the global minimum of a multi-modal objective function. The performance of the multistart method is analyzed with a set of benchmark problems and a comparison is made with other methods.por
dc.description.sponsorshipFEDER funds through COMPETE-Programa Operacional Fatores de Competitividade and by portuguese funds through FCT-Fundação para a Ciência e a Tecnologia within projects PEst-C/MAT/UI0013/2011 and FCOMP- 01-0124-FEDER-022674.por
dc.identifier.citationFernandes, Florbela P.; Costa, M. Fernanda P.; Fernandes, Edite M.G.P. (2012). A derivative-free filter driven multistart technique for global optimization. In Murgante, Beniamino (Eds.) 12th International Conference Salvador do Bahia, Computational Science and its Applications - ICCSA 2012, Part III, 7335. Berlin: Springer-Verlag. p. 103–118. ISBN 978-3-642-31137-6por
dc.identifier.isbn978-3-642-31137-6
dc.identifier.urihttp://hdl.handle.net/10198/8621
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherSpringerpor
dc.subjectGlobal optimizationpor
dc.subjectMultistart,por
dc.subjectDescent directionpor
dc.subjectFilter methodpor
dc.titleA derivative-free filter driven multistart technique for global optimizationpor
dc.typeconference paper
dspace.entity.typePublication
oaire.citation.conferencePlaceSalvador da Baía, Brasilpor
oaire.citation.endPage118por
oaire.citation.startPage103por
oaire.citation.titleComputational Science and its Applications - ICCSA 2012por
oaire.citation.volume7335por
person.familyNameFernandes
person.givenNameFlorbela P.
person.identifier.ciencia-id501D-6FD0-CC53
person.identifier.orcid0000-0001-9542-4460
person.identifier.scopus-author-id35179471000
rcaap.rightsopenAccesspor
rcaap.typeconferenceObjectpor
relation.isAuthorOfPublication1f7a9fde-7a4d-4b2c-8f9d-dab571163c33
relation.isAuthorOfPublication.latestForDiscovery1f7a9fde-7a4d-4b2c-8f9d-dab571163c33

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