Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/20755

TitleA derivative-free filter driven multistart technique for global optimization
Author(s)Fernandes, Florbela P.
Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
KeywordsGlobal optimization
Multistart
Descent direction
Filter Method
Issue date2012
PublisherSpringer Verlag
JournalLecture Notes in Computer Science
Abstract(s)A stochastic global optimization method based on a multistart strategy and a derivative-free filter local search for general constrained optimization is presented and analyzed. In the local search procedure, approximate descent directions for the constraint violation or the objective function are used to progress towards the optimal solution. The algorithm is able to locate all the local minima, and consequently, the global minimum of a multi-modal objective function. The performance of the multistart method is analyzed with a set of benchmark problems and a comparison is made with other methods.
TypeConference paper
URIhttp://hdl.handle.net/1822/20755
ISBN978-3-642-31136-9
DOI10.1007/978-3-642-31137-6_8
ISSN0302-9743
Publisher versionhttp://www.springer.com/computer/communication+networks/book/978-3-642-31136-9
Peer-Reviewedyes
AccessOpen access
Appears in Collections:CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review
LES/ALG - Textos completos em actas de encontros científicos internacionais com arbitragem

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ICCSA-Final.pdfFlorbela P. Fernandes, M. Fernanda P. Costa, Edite M. G. P. Fernandes, A Derivative-Free Filter Driven Multistart Technique for Global Optimization, B. Murgante et al. (Eds.), Lecture Notes in Computing Science, Part III, LNCS 7335, pp. 103–118,Springer-Verlag Berlin Heidelberg 2012301,98 kBAdobe PDFView/Open

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