Please use this identifier to cite or link to this item:
http://hdl.handle.net/1822/20755| Title: | A derivative-free filter driven multistart technique for global optimization |
| Author(s): | Fernandes, Florbela P. Costa, M. Fernanda P. Fernandes, Edite Manuela da G. P. |
| Keywords: | Global optimization Multistart Descent direction Filter Method |
| Issue date: | 2012 |
| Publisher: | Springer Verlag |
| Journal: | Lecture 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. |
| Type: | Conference paper |
| URI: | http://hdl.handle.net/1822/20755 |
| ISBN: | 978-3-642-31136-9 |
| DOI: | 10.1007/978-3-642-31137-6_8 |
| ISSN: | 0302-9743 |
| Publisher version: | http://www.springer.com/computer/communication+networks/book/978-3-642-31136-9 |
| Peer-Reviewed: | yes |
| Access: | Open access |
| Appears in Collections: | LES/ALG - Textos completos em actas de encontros científicos internacionais com arbitragem |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ICCSA-Final.pdf | Florbela 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 2012 | 301,98 kB | Adobe PDF | View/Open |
