Utilize este identificador para referenciar este registo: http://hdl.handle.net/10198/11875
Título: Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method
Autor: Costa, M. Fernanda P.
Fernandes, Florbela P.
Fernandes, Edite M.G.P.
Rocha, Ana Maria A. C.
Palavras-chave: Multistart
Mixed variables
Hooke and jeeves
Flter method
Data: 2014
Editora: HIKARI Ltd
Citação: Costa, 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.2163-2179
Resumo: In 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.
Peer review: yes
URI: http://hdl.handle.net/10198/11875
DOI: 10.12988/ams.2014.4143
Versão do Editor: http://www.m-hikari.com/ams/
Aparece nas colecções:ESTiG - Artigos em Revistas Indexados ao ISI/Scopus

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