Continuous global optimization through the generation of parametric curves

Raouf Ziadi, Abdelatif Bencherif-Madani and Rachid Ellaia

Applied Mathematics and Computation, 2016, vol. 282, issue C, 65-83

Abstract: In this paper we develop a new approach for solving a large class of global optimization problems. The objective function is only continuous, non-smooth and non-Lipschitzian, defined on a rectangle of Rn. This approach is based on the generation, in the feasible set, of a family of parametrized curves satisfying certain properties combined with the one-dimensional Evtushenko algorithm. To accelerate the corresponding mixed algorithm, we have incorporated in a variant a Pattern Search-type deterministic local optimization method and in another variant a new stochastic local optimization method. Both variants have been applied to several typical test problems. A comparison with some well known methods is highlighted through numerical experiments.

Keywords: Global optimization; Stochastic local optimization; Reducing transformation; Parametrized curve; Evtushenko’s algorithm; Generalized Pattern Search method (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:282:y:2016:i:c:p:65-83

DOI: 10.1016/j.amc.2016.01.067

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