Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method
Autor(a) principal: | |
---|---|
Data de Publicação: | 2014 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/1822/30774 |
Resumo: | 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. |
id |
RCAP_4a397d247b399a877f893b176b627526 |
---|---|
oai_identifier_str |
oai:repositorium.sdum.uminho.pt:1822/30774 |
network_acronym_str |
RCAP |
network_name_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository_id_str |
7160 |
spelling |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter methodMultistartMixed variablesHooke and jeevesFlter methodFilter methodCiências Naturais::MatemáticasIn 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.Fundação para a Ciência e a Tecnologia (FCT)Hikari Ltd.Universidade do MinhoCosta, M. Fernanda P.Fernandes, Florbela P.Fernandes, Edite Manuela da G. P.Rocha, Ana Maria A. C.20142014-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/30774eng1314-755210.12988/ams.2014.4143http://www.m-hikari.com/ams/info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-21T12:02:27Zoai:repositorium.sdum.uminho.pt:1822/30774Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T18:52:25.273694Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method |
title |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method |
spellingShingle |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method Costa, M. Fernanda P. Multistart Mixed variables Hooke and jeeves Flter method Filter method Ciências Naturais::Matemáticas |
title_short |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method |
title_full |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method |
title_fullStr |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method |
title_full_unstemmed |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method |
title_sort |
Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method |
author |
Costa, M. Fernanda P. |
author_facet |
Costa, M. Fernanda P. Fernandes, Florbela P. Fernandes, Edite Manuela da G. P. Rocha, Ana Maria A. C. |
author_role |
author |
author2 |
Fernandes, Florbela P. Fernandes, Edite Manuela da G. P. Rocha, Ana Maria A. C. |
author2_role |
author author author |
dc.contributor.none.fl_str_mv |
Universidade do Minho |
dc.contributor.author.fl_str_mv |
Costa, M. Fernanda P. Fernandes, Florbela P. Fernandes, Edite Manuela da G. P. Rocha, Ana Maria A. C. |
dc.subject.por.fl_str_mv |
Multistart Mixed variables Hooke and jeeves Flter method Filter method Ciências Naturais::Matemáticas |
topic |
Multistart Mixed variables Hooke and jeeves Flter method Filter method Ciências Naturais::Matemáticas |
description |
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. |
publishDate |
2014 |
dc.date.none.fl_str_mv |
2014 2014-01-01T00:00:00Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/1822/30774 |
url |
http://hdl.handle.net/1822/30774 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
1314-7552 10.12988/ams.2014.4143 http://www.m-hikari.com/ams/ |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Hikari Ltd. |
publisher.none.fl_str_mv |
Hikari Ltd. |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
|
_version_ |
1799132299978080256 |