Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/26678

TitleMultistart Hooke and Jeeves filter method for mixed variable optimization
Author(s)Fernandes, Florbela P.
Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
Rocha, Ana Maria A. C.
KeywordsGlobal optimization
Multistart
Hooke and Jeeves
Filter method
Issue date2013
PublisherAIP Publishing
JournalAIP Conference Proceedings
Abstract(s)In this study, we propose an extended version of the Hooke and Jeeves algorithm that uses a simple heuristic to handle integer and/or binary variables and a filter set methodology to handle constraints. This proposal is integrated into a multistart method as a local solver and it is repeatedly called in order to compute different optimal solutions. Then, the best of all stored optimal solutions is selected as the global optimum. The performance of the new method is tested on benchmark problems. Its effectiveness is emphasized by a comparison with other well-known stochastic solvers.
TypeConference paper
DescriptionAIP Conference Proceedings, vol. 1558
URIhttp://hdl.handle.net/1822/26678
ISBN978-0-7354-1184-5
DOI10.1063/1.4825566
ISSN0094-243X
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
CAlg - Livros e capítulos de livros/Books and book chapters

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