Repositório Colecção:http://hdl.handle.net/10198/4202017-05-23T01:16:01Z2017-05-23T01:16:01ZImproving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problemsFernandes, Florbela P.Costa, M. Fernanda P.Rocha, Ana Maria A.C.Fernandes, Edite M.G.P.http://hdl.handle.net/10198/139352017-01-28T03:02:06Z2016-01-01T00:00:00ZTítulo: Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
Autor: Fernandes, Florbela P.; Costa, M. Fernanda P.; Rocha, Ana Maria A.C.; Fernandes, Edite M.G.P.
Resumo: This paper addresses the problem of solving mixed-integer nonlinear programming (MINLP) problems by a multistart strategy that invokes a derivative-free local search procedure based on a filter set methodology to handle nonlinear constraints. A new concept of componentwise normalized distance aiming to discard randomly generated points that are sufficiently close to other points already used to invoke the local search is analyzed. A variant of the Hooke-and-Jeeves filter algorithm for MINLP is proposed with the goal of interrupting the iterative process if the accepted iterate falls inside an ϵ-neighborhood of an already computed minimizer. Preliminary numerical results are included.2016-01-01T00:00:00ZBranch and bound based coordinate search filter algorithm for nonsmooth nonconvex mixed-integer nonlinear programming problemsFernandes, Florbela P.Costa, Fernanda P.M.Fernandes, Edite M.G.P.http://hdl.handle.net/10198/118742016-01-14T03:00:41Z2014-01-01T00:00:00ZTítulo: Branch and bound based coordinate search filter algorithm for nonsmooth nonconvex mixed-integer nonlinear programming problems
Autor: Fernandes, Florbela P.; Costa, Fernanda P.M.; Fernandes, Edite M.G.P.
Resumo: A mixed-integer nonlinear programming problem (MINLP) is a problem with continuous and integer variables and at least, one nonlinear function. This kind of problem appears in a wide range of real applications and is very difficult to solve. The difficulties are due to the nonlinearities of the functions in the problem and the integrality restrictions on some variables. When they are nonconvex then they are the most difficult to solve above all. We present a methodology to solve nonsmooth nonconvex MINLP problems based on a branch and bound paradigm and a stochastic strategy. To solve the relaxed subproblems at each node of the branch and bound tree search, an algorithm based on a multistart strategy with a coordinate search filter methodology is implemented. The produced numerical results show the robustness of the proposed methodology.2014-01-01T00:00:00ZRenormalization of circle diffeomorphism sequences and markov sequencesAlmeida, João P.Pinto, Alberto A.Rand, David A.http://hdl.handle.net/10198/113982015-10-01T01:05:48Z2014-01-01T00:00:00ZTítulo: Renormalization of circle diffeomorphism sequences and markov sequences
Autor: Almeida, João P.; Pinto, Alberto A.; Rand, David A.
Resumo: We show a one-to-one correspondence between circle diffeomorphism sequences that are C^{ 1+n}-periodic points of renormalization and smooth Markov sequences.2014-01-01T00:00:00ZSolving multilocal optimization problems with a recursive parallel search of the feasible regionPereira, Ana I.Rufino, Joséhttp://hdl.handle.net/10198/108162015-10-01T01:01:28Z2014-01-01T00:00:00ZTítulo: Solving multilocal optimization problems with a recursive parallel search of the feasible region
Autor: Pereira, Ana I.; Rufino, José
Resumo: Stretched Simulated Annealing (SSA) combines simulated annealing with a stretching function technique, in order to solve multilocal programming problems. This work explores an approach to the parallelization of SSA, named PSSA-HeD, based on a recursive heterogeneous decomposition of the feasible region and the dynamic distribution
of the resulting subdomains by the processors involved. Three PSSAHeD
variants were implemented and evaluated, with distinct limits on the recursive search depth, offering different levels of numerical and computational efficiency. Numerical results are presented and discussed.2014-01-01T00:00:00Z