Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method
Autor(a) principal: | |
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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/10198/11875 |
Resumo: | In this study, we propose a multistart method based on an extended version of the Hooke and Jeeves (HJ) algorithm for computing multiple solutions of mixed variable optimization problems. The inequality 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. |
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Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter methodMultistartMixed variablesHooke and jeevesFlter methodIn this study, we propose a multistart method based on an extended version of the Hooke and Jeeves (HJ) algorithm for computing multiple solutions of mixed variable optimization problems. The inequality 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.This work has been supported by FCT (Fundação para a Ciência e Tecnologia, Portugal) in the scope of the projects: PEst-OE/MAT/UI0013/2014 and PEst-OE/EEI/UI0319/2014.HIKARI LtdBiblioteca Digital do IPBCosta, M. Fernanda P.Fernandes, Florbela P.Fernandes, Edite M.G.P.Rocha, Ana Maria A.C.2015-06-19T08:55:55Z20142014-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10198/11875engCosta, M. Fernanda P.; Fernandes, Florbela P.; Fernandes, Edite M.G.P.; Rocha, Ana Maria A. C. (2014). Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method. Applied Mathematical Sciences. 8(44), p.2163-217910.12988/ams.2014.4143info: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:RCAAP2023-11-21T10:27:55Zoai:bibliotecadigital.ipb.pt:10198/11875Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T23:02:19.884212Repositório 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 |
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 M.G.P. Rocha, Ana Maria A.C. |
author_role |
author |
author2 |
Fernandes, Florbela P. Fernandes, Edite M.G.P. Rocha, Ana Maria A.C. |
author2_role |
author author author |
dc.contributor.none.fl_str_mv |
Biblioteca Digital do IPB |
dc.contributor.author.fl_str_mv |
Costa, M. Fernanda P. Fernandes, Florbela P. Fernandes, Edite M.G.P. Rocha, Ana Maria A.C. |
dc.subject.por.fl_str_mv |
Multistart Mixed variables Hooke and jeeves Flter method |
topic |
Multistart Mixed variables Hooke and jeeves Flter method |
description |
In this study, we propose a multistart method based on an extended version of the Hooke and Jeeves (HJ) algorithm for computing multiple solutions of mixed variable optimization problems. The inequality 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 2015-06-19T08:55:55Z |
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/10198/11875 |
url |
http://hdl.handle.net/10198/11875 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Costa, M. Fernanda P.; Fernandes, Florbela P.; Fernandes, Edite M.G.P.; Rocha, Ana Maria A. C. (2014). Multiple solutions of mixed variable optimization by multistart hooke and jeeves filter method. Applied Mathematical Sciences. 8(44), p.2163-2179 10.12988/ams.2014.4143 |
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 |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799135261586620416 |