GRASP for continuous optimization
Mauricio G. C. Resende and
Celso C. Ribeiro
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Mauricio G. C. Resende: Amazon.com, Inc., Modeling and Optimization Group (MOP)
Celso C. Ribeiro: Universidade Federal Fluminense, Instituto de Ciência da Computação
Chapter Chapter 11 in Optimization by GRASP, 2016, pp 229-244 from Springer
Abstract:
Abstract Continuous GRASP, or C-GRASP, extends GRASP to the domain of continuous box-constrained global optimization. The algorithm searches the solution space over a dynamic grid. Each iteration of C-GRASP consists of two phases. In the construction (or diversification) phase, a greedy randomized solution is constructed. In the local search (or intensification) phase, a local search algorithm starts from the first phase solution and produces an approximate locally optimal solution. A deterministic rule triggers a restart after each C-GRASP iteration. This chapter addresses the construction phase and the restart strategy, and presents a local search procedure for continuous GRASP.
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4939-6530-4_11
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DOI: 10.1007/978-1-4939-6530-4_11
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