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|Title:||Multiple 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.
Hooke and jeeves
|Journal:||Applied 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.|
|Appears in Collections:||CAlg - Artigos em revistas internacionais/Papers in international journals|
CMAT - Artigos em revistas com arbitragem / Papers in peer review journals