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TitleObjective and violation upper bounds on a DIRECT-filter method for global optimization
Author(s)Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
Filter method
Global optimization
Issue date2020
JournalLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Abstract(s)This paper addresses the problem of solving a constrained global optimization problem using a modification of the DIRECT method that incorporates the filter methodology to simultaneously minimize the objective function and the constraints violation. Thus, in the “Selection” step of the herein proposed DIRECT-filter algorithm, the hyperrectangles are classified in four categories and subsequently handled separately. The new algorithm also imposes upper bounds on the objective function and constraints violation aiming to discard some hyperrectangles from the process of identifying the potentially optimal ones. A heuristic to avoid the exploration of the hyperrectangles that have been mostly divided is also implemented. Preliminary numerical experiments are carried out to show the effectiveness of the imposed upper bounds on the objective and violation as well as the goodness of the heuristic.
TypeConference paper
AccessOpen access
Appears in Collections:CAlg - Artigos em livros de atas/Papers in proceedings
CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review

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