Continuous GRASP with a local active-set method for bound-constrained global optimization

被引：3
|
作者：
Birgin, Ernesto G. [2 ]
Gozzi, Erico M. [2 ]
Resende, Mauricio G. C. [1 ]
Silva, Ricardo M. A. [3 ]
机构：
[1] AT&T Labs Res, Algorithms & Optimizat Res Dept, Florham Pk, NJ USA
[2] Univ Sao Paulo, Inst Matemat & Estatist, Sao Paulo, Brazil
[3] Univ Fed Lavras, Dept Comp Sci, Lavras, Brazil
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2010年 / 48卷 / 02期
关键词：
Global optimization; Stochastic methods; Active-set methods; Heuristic; CGRASP; GENCAN; AUGMENTED LAGRANGIAN-METHODS; ALGORITHM; SOFTWARE;
D O I：
10.1007/s10898-009-9494-z
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic-based on the CGRASP and GENCAN methods-for finding approximate solutions for continuous global optimization problems subject to box constraints. Experimental results illustrate the relative effectiveness of CGRASP-GENCAN on a set of benchmark multimodal test functions.
引用
收藏
页码：289 / 310
页数：22
相关论文
共 50 条
  • [1] Continuous GRASP with a local active-set method for bound-constrained global optimization
    Ernesto G. Birgin
    Erico M. Gozzi
    Mauricio G. C. Resende
    Ricardo M. A. Silva
    [J]. Journal of Global Optimization, 2010, 48 : 289 - 310
  • [2] An active set method for bound-constrained optimization
    Neumaier, A.
    Azmi, B.
    Kimiaei, M.
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2024, 39 (06): : 1216 - 1240
  • [3] A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization
    Cristofari, Andrea
    De Santis, Marianna
    Lucidi, Stefano
    Rinaldi, Francesco
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2017, 172 (02) : 369 - 401
  • [4] A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization
    Andrea Cristofari
    Marianna De Santis
    Stefano Lucidi
    Francesco Rinaldi
    [J]. Journal of Optimization Theory and Applications, 2017, 172 : 369 - 401
  • [5] A Python/C library for bound-constrained global optimization with continuous GRASP
    R. M. A. Silva
    M. G. C. Resende
    P. M. Pardalos
    M. J. Hirsch
    [J]. Optimization Letters, 2013, 7 : 967 - 984
  • [6] A Python']Python/C library for bound-constrained global optimization with continuous GRASP
    Silva, R. M. A.
    Resende, M. G. C.
    Pardalos, P. M.
    Hirsch, M. J.
    [J]. OPTIMIZATION LETTERS, 2013, 7 (05) : 967 - 984
  • [7] An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
    Gratton, Serge
    Toint, Philippe L.
    Troeltzsch, Anke
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2011, 26 (4-5): : 873 - 894
  • [8] An Active Set Trust-Region Method for Bound-Constrained Optimization
    Kimiaei, Morteza
    [J]. BULLETIN OF THE IRANIAN MATHEMATICAL SOCIETY, 2022, 48 (04) : 1721 - 1745
  • [9] An Active Set Trust-Region Method for Bound-Constrained Optimization
    Morteza Kimiaei
    [J]. Bulletin of the Iranian Mathematical Society, 2022, 48 : 1721 - 1745
  • [10] Data and performance of an active-set truncated Newton method with non-monotone line search for bound-constrained optimization
    Cristofari, A.
    De Santis, M.
    Lucidi, S.
    Rinaldi, F.
    [J]. DATA IN BRIEF, 2018, 21 : 2155 - 2169
12345