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Advisor(s)
Abstract(s)
Multilocal programming aims to identify all the local solutions of constrained optimization problems. The purpose of this paper is to analyze the effect of stopping rules on the performance of a particular multistart method, which relies on a derivative-free local search procedure to converge to a solution, when solving multilocal optimization problems. The method herein presented implements the approximate descent direction method combined with a filter methodology to handle the constraints by forcing the local search towards the feasible region. Two stopping rules are tested on five classical multimodal problems.
Description
Keywords
Multistart Derivative-free filter Stopping rules Multilocal programming
Citation
Fernandes, Florbela P.; Costa, M.F.P.; Fernandes, Edite M.G.P. (2012). Stopping rules effect on a derivative-free filter multistart algorithm for multilocal programming, In International Conference on Applied and Computation: book of bbstracts. p. 50-51. Ankara, Turquia