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TitleImproving 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.
KeywordsNonconvex MINLP
Filter method
Issue dateJul-2016
PublisherSpringer Verlag
JournalLecture Notes in Computer Science
CitationF.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.
TypeConference paper
DescriptionPublicado 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
AccessOpen access
Appears in Collections:CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review
CAlg - Livros e capítulos de livros/Books and book chapters

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