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|Title:||Improving efficiency of a multistart with interrupted Hooke-and-Jeeves filter search for solving MINLP problems|
|Author(s):||Fernandes, Florbela P.|
Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
|Journal:||Lecture Notes in Computer Science|
|Citation:||F.P. Fernandes, M.F.P. Costa, A.M.A.C. Rocha e E.M.G.P. Fernandes, Improving Efficiency of a Multistart with Interrupted Hooke--and--Jeeves Filter Search for Solving MINLP Problems, O. Gervasi et al. (Eds.): ICCSA 2016, Part I, LNCS 9786, pp. 345-358, 2016.|
|Abstract(s):||This paper addresses the problem of solving mixed-integer nonlinear programming (MINLP) problems by a multistart strategy that invokes a derivative-free local search procedure based on a filter set methodology to handle nonlinear constraints. A new concept of componentwise normalized distance aiming to discard randomly generated points that are sufficiently close to other points already used to invoke the local search is analyzed. A variant of the Hooke-and-Jeeves filter algorithm for MINLP is proposed with the goal of interrupting the iterative process if the accepted iterate falls inside an -neighborhood of an already computed minimizer. Preliminary numerical results are included.|
|Description:||Publicado em: "Computational science and its applications – ICCSA 2016: 16th International Conference, Beijing, China, July 4-7, 2016, Proceedings, Part I". ISBN 978-3-319-42084-4|
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