Publication
Multistart hooke and jeeves filter method for mixed variable optimization
| dc.contributor.author | Fernandes, Florbela P. | |
| dc.contributor.author | Costa, M. Fernanda P. | |
| dc.contributor.author | Fernandes, Edite M.G.P. | |
| dc.contributor.author | Rocha, Ana Maria A.C. | |
| dc.date.accessioned | 2014-04-04T11:32:05Z | |
| dc.date.available | 2014-04-04T11:32:05Z | |
| dc.date.issued | 2013 | |
| dc.description.abstract | 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 the global optimum. The performance of the new method is tested on benchmark problems. Its effectiveness is emphasized by a comparison with other well-known stochastic solvers. | por |
| dc.description.sponsorship | This work was financed by FEDER funds through COMPETE (Operational Programme Thematic Factors of Competitiveness) and by portuguese funds through FCT (Foundation for Science and Technology) within the projects FCOMP-01-0124-FEDER-022674 and PEst-C/MAT/UI0013/2011. | |
| dc.identifier.citation | Fernandes, Florbela P.; Costa, M. Fernanda P.; Fernandes, Edite M.G.P.; Rocha, Ana Maria A. C. (2013). Multistart hooke and jeeves filter method for mixed variable optimization. In 11TH International conference of Numerical analysis and Applied Mathematics. Rhodes, Grécia. 1558, p.614-617. ISBN 978-0-7354-1184-5 | por |
| dc.identifier.isbn | 978-0-7354-1184-5 | |
| dc.identifier.uri | http://hdl.handle.net/10198/9423 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | AIP Publishing | por |
| dc.subject | Global optimization | por |
| dc.subject | Multistart | por |
| dc.subject | Hooke and jeeves | por |
| dc.subject | Filter method | por |
| dc.title | Multistart hooke and jeeves filter method for mixed variable optimization | por |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Rhodes, Grécia | por |
| oaire.citation.endPage | 617 | por |
| oaire.citation.startPage | 614 | por |
| oaire.citation.title | 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS | por |
| oaire.citation.volume | 1558 | por |
| person.familyName | Fernandes | |
| person.givenName | Florbela P. | |
| person.identifier.ciencia-id | 501D-6FD0-CC53 | |
| person.identifier.orcid | 0000-0001-9542-4460 | |
| person.identifier.scopus-author-id | 35179471000 | |
| rcaap.rights | openAccess | por |
| rcaap.type | conferenceObject | por |
| relation.isAuthorOfPublication | 1f7a9fde-7a4d-4b2c-8f9d-dab571163c33 | |
| relation.isAuthorOfPublication.latestForDiscovery | 1f7a9fde-7a4d-4b2c-8f9d-dab571163c33 |