Filter-based DIRECT method for constrained global optimization

Detalhes bibliográficos
Autor(a) principal: Costa, M. Fernanda P.
Data de Publicação: 2018
Outros Autores: Rocha, Ana Maria A. C., Fernandes, Edite Manuela da G. P.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/57942
Resumo: This paper presents a DIRECT-type method that uses a filter methodology to assure convergence to a feasible and optimal solution of nonsmooth and nonconvex constrained global optimization problems. The filter methodology aims to give priority to the selection of hyperrectangles with feasible center points, followed by those with infeasible and non-dominated center points and finally by those that have infeasible and dominated center points. The convergence properties of the algorithm are analyzed. Preliminary numerical experiments show that the proposed filter-based DIRECT algorithm gives competitive results when compared with other DIRECT-type methods.
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spelling Filter-based DIRECT method for constrained global optimizationGlobal optimizationDIRECT algorithmFilter methodCiências Naturais::MatemáticasScience & TechnologyThis paper presents a DIRECT-type method that uses a filter methodology to assure convergence to a feasible and optimal solution of nonsmooth and nonconvex constrained global optimization problems. The filter methodology aims to give priority to the selection of hyperrectangles with feasible center points, followed by those with infeasible and non-dominated center points and finally by those that have infeasible and dominated center points. The convergence properties of the algorithm are analyzed. Preliminary numerical experiments show that the proposed filter-based DIRECT algorithm gives competitive results when compared with other DIRECT-type methods.The authors would like to thank two anonymous referees and the Associate Editor for their valuable comments and suggestions to improve the paper. This work has been supported by COMPETE: POCI-01-0145-FEDER-007043 and FCT - Fundac¸ao para a Ciência e Tecnologia within the projects UID/CEC/00319/2013 and ˆ UID/MAT/00013/2013.info:eu-repo/semantics/publishedVersionSpringer NatureUniversidade do MinhoCosta, M. Fernanda P.Rocha, Ana Maria A. C.Fernandes, Edite Manuela da G. P.20182018-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/57942eng0925-50011573-291610.1007/s10898-017-0596-8https://link.springer.com/article/10.1007%2Fs10898-017-0596-8info: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:RCAAP2023-07-21T12:38:33Zoai:repositorium.sdum.uminho.pt:1822/57942Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:35:02.809085Repositório 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 Filter-based DIRECT method for constrained global optimization
title Filter-based DIRECT method for constrained global optimization
spellingShingle Filter-based DIRECT method for constrained global optimization
Costa, M. Fernanda P.
Global optimization
DIRECT algorithm
Filter method
Ciências Naturais::Matemáticas
Science & Technology
title_short Filter-based DIRECT method for constrained global optimization
title_full Filter-based DIRECT method for constrained global optimization
title_fullStr Filter-based DIRECT method for constrained global optimization
title_full_unstemmed Filter-based DIRECT method for constrained global optimization
title_sort Filter-based DIRECT method for constrained global optimization
author Costa, M. Fernanda P.
author_facet Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
author_role author
author2 Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
author2_role author
author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
dc.subject.por.fl_str_mv Global optimization
DIRECT algorithm
Filter method
Ciências Naturais::Matemáticas
Science & Technology
topic Global optimization
DIRECT algorithm
Filter method
Ciências Naturais::Matemáticas
Science & Technology
description This paper presents a DIRECT-type method that uses a filter methodology to assure convergence to a feasible and optimal solution of nonsmooth and nonconvex constrained global optimization problems. The filter methodology aims to give priority to the selection of hyperrectangles with feasible center points, followed by those with infeasible and non-dominated center points and finally by those that have infeasible and dominated center points. The convergence properties of the algorithm are analyzed. Preliminary numerical experiments show that the proposed filter-based DIRECT algorithm gives competitive results when compared with other DIRECT-type methods.
publishDate 2018
dc.date.none.fl_str_mv 2018
2018-01-01T00:00:00Z
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/1822/57942
url http://hdl.handle.net/1822/57942
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0925-5001
1573-2916
10.1007/s10898-017-0596-8
https://link.springer.com/article/10.1007%2Fs10898-017-0596-8
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 Springer Nature
publisher.none.fl_str_mv Springer Nature
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
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