Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/30774

TitleMultiple solutions of mixed variable optimization by multistart hooke and jeeves filter method
Author(s)Costa, M. Fernanda P.
Fernandes, Florbela P.
Fernandes, Edite Manuela da G. P.
Rocha, Ana Maria A. C.
KeywordsMultistart
Mixed variables
Hooke and jeeves
Flter method
Filter method
Issue date2014
PublisherHikari Ltd.
JournalApplied Mathematical Sciences
Abstract(s)In this study, we propose a multistart method based on an extended version of the Hooke and Jeeves (HJ) algorithm for computing mul- tiple solutions of mixed variable optimization problems. The inequal- ity and equality constraints of the problem are handled by a filter set methodology. The basic ideas present in the HJ algorithm, namely the exploratory and pattern moves, are extended to consider two objective functions and to handle continuous and integer variables simultaneously. This proposal is integrated into a multistart method as a local search procedure that is repeatedly invoked to converge to different global and non-global optimal solutions starting from randomly generated points. To avoid repeated convergence to previously computed solutions, the concept of region of attraction of an optimizer is implemented. The performance of the new method is tested on benchmark problems. Its effectiveness is emphasized by a comparison with a well-known solver.
TypeArticle
URIhttp://hdl.handle.net/1822/30774
DOI10.12988/ams.2014.4143
ISSN1314-7552
Publisher versionhttp://www.m-hikari.com/ams/
Peer-Reviewedyes
AccessOpen access
Appears in Collections:CAlg - Artigos em revistas internacionais/Papers in international journals
CMAT - Artigos em revistas com arbitragem / Papers in peer review journals

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