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Title: Multistart coupled with a derivative-free filter local search for locating multiple solutions
Author: Fernandes, Florbela P.
Pereira, Ana I.
Costa, Maria F.P.
Fernandes, Edite M.G.P.
Keywords: Multistart
Issue Date: 2012
Publisher: The Association of European Operational Research Societies
Citation: Fernandes, Florbela P.; Pereira, Ana I.; Costa, Maria F.P.; Fernandes, Edite M.G.P. (2012) - Multistart coupled with a derivative-free filter local search for locating multiple solutions. In EURO 2012. Vilnius -- Lituânia.
Abstract: A multistart technique coupled with a derivative-free lter local search algorithm for locating all the optimal solutions of a nonconvex constrained optimization is presented. To reach a fast convergence to the optimal solutions, the local search procedure is based on descent directions. The lter-set concept is introduced to handle the constraints of the problem. The generated direction vector is descent for the objective function if the sample point is feasible; otherwise, it is descent for the constraint violation. Numerical experiments with benchmark problems are reported and a comparison with other stochastic methods is included.
Peer review: yes
Appears in Collections:DEMAT - Resumos em Proceedings Não Indexados ao ISI/Scopus

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