Multilocal programming: a derivative-free filter multistart algorithm

Fernandes, Florbela P.; Costa, M. Fernanda P.; Fernandes, Edite M.G.P.

http://hdl.handle.net/10198/9026

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Authors

Fernandes, Florbela P.

Costa, M. Fernanda P.

Fernandes, Edite M.G.P.

Abstract(s)

Multilocal programming aims to locate all the local solutions of an optimization problem. A stochastic method based on a multistart strategy and a derivative-free filter local search for solving general constrained optimization problems is presented. The filter methodology is integrated into a coordinate search paradigm in order to generate a set of trial approximations that might be acceptable if they improve the constraint violation or the objective function value relative to the current one. Preliminary numerical experiments with a benchmark set of problems show the effectiveness of the proposed method.

Keywords

Multilocal programming Multistart Derivative-free Coordinate search Filter method

URI

http://hdl.handle.net/10198/9026

Citation

Fernandes, Florbela P.; Costa, M. Fernanda P.; Fernandes, Edite M.G.P. (2013). Multilocal programming: a derivative-free filter multistart algorithm. In Murgante, B.[et al.] (Eds.). Computational Science and Its Applications - ICCSA 2013. Springer. p. 333-346. ISBN 978-3-642-39636-6