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TitleA two-phase heuristic coupled DIRECT method for bound constrained global optimization
Author(s)Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
Rocha, Ana Maria A. C.
KeywordsGlobal optimization
DIRECT algorithm
Issue date2019
Abstract(s)In this paper, we investigate the use of a simple heuristic in the DIRECT method context, aiming to select a set of the hyperrectangles that have the lowest function values in each size group. For solving bound constrained global optimization problems, the proposed heuristic divides the region where the hyperrectangles with the lowest function values in each size group lie into three subregions. From each subregion, different numbers of hyperrectangles are selected depending on the subregion they lie. Subsequently, from those selected hyperrectangles, the potentially optimal ones are identified for further division. Furthermore, the two-phase strategy aims to firstly encourage the global search and secondly enhance the local search. Global and local phases differ on the number of selected hyperrectangles from each subregion. The process is repeated until convergence. Preliminary numerical experiments show that the proposed two-phase heuristic coupled DIRECT method is effective in converging to the optimal solution.
TypeConference paper
AccessOpen access
Appears in Collections:CAlg - Artigos em livros de atas/Papers in proceedings
CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review

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