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Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method

2014Journal article Open access
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dc.contributor.authorCosta, M. Fernanda P.
dc.contributor.authorFernandes, Florbela P.
dc.contributor.authorFernandes, Edite M.G.P.
dc.contributor.authorRocha, Ana Maria A.C.
dc.date.accessioned2015-06-19T08:55:55Z
dc.date.available2015-06-19T08:55:55Z
dc.date.issued2014
dc.description.abstractIn this study, we propose a multistart method based on an extended version of the Hooke and Jeeves (HJ) algorithm for computing multiple solutions of mixed variable optimization problems. The inequality and equality constraints of the problem are handled by a filter set methodology. The basic ideas present in the HJ algorithm, namely the exploratory and pattern moves, are extended to consider two objective functions and to handle continuous and integer variables simultaneously. This proposal is integrated into a multistart method as a local search procedure that is repeatedly invoked to converge to different global and non-global optimal solutions starting from randomly generated points. To avoid repeated convergence to previously computed solutions, the concept of region of attraction of an optimizer is implemented. The performance of the new method is tested on benchmark problems. Its effectiveness is emphasized by a comparison with a well-known solver.por
dc.description.sponsorshipThis work has been supported by FCT (Fundação para a Ciência e Tecnologia, Portugal) in the scope of the projects: PEst-OE/MAT/UI0013/2014 and PEst-OE/EEI/UI0319/2014.por
dc.identifier.citationCosta, M. Fernanda P.; Fernandes, Florbela P.; Fernandes, Edite M.G.P.; Rocha, Ana Maria A. C. (2014). Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method. Applied Mathematical Sciences. 8(44), p.2163-2179por
dc.identifier.doi10.12988/ams.2014.4143
dc.identifier.urihttp://hdl.handle.net/10198/11875
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherHIKARI Ltdpor
dc.subjectMultistartpor
dc.subjectMixed variablespor
dc.subjectHooke and jeevespor
dc.subjectFlter methodpor
dc.titleMultiple solutions of mixed variable optimization by multistart hooke and jeeves filter methodpor
dc.typejournal article
dspace.entity.typePublication
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/5876/PEst-OE%2FMAT%2FUI0013%2F2014/PT
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/5876/PEst-OE%2FEEI%2FUI0319%2F2014/PT
oaire.citation.endPage2179por
oaire.citation.startPage2163por
oaire.citation.titleApplied Mathematical Sciencespor
oaire.citation.volume8 (44)por
oaire.fundingStream5876
oaire.fundingStream5876
person.familyNameFernandes
person.givenNameFlorbela P.
person.identifier.ciencia-id501D-6FD0-CC53
person.identifier.orcid0000-0001-9542-4460
person.identifier.scopus-author-id35179471000
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsopenAccesspor
rcaap.typearticlepor
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relation.isProjectOfPublicationa42c67b6-e8eb-4afa-b7e8-c67574982d46
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relation.isProjectOfPublication.latestForDiscovery64243a9e-c976-4c99-8eed-6e2413e09d6c

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