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|Title: ||Multistart coupled with a derivative-free filter local search for locating multiple solutions|
|Authors: ||Fernandes, Florbela P.|
Pereira, Ana I.
Costa, Maria F.P.
Fernandes, Edite M.G.P.
|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 Reviewed: ||yes|
|Appears in Collections:||DEMAT - Resumos em Proceedings Não Indexados ao ISI|
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