Filter-based DIRECT method for constrained global optimization

M. Fernanda P. Costa (), Ana Maria A. C. Rocha () and Edite M. G. P. Fernandes ()
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M. Fernanda P. Costa: University of Minho
Ana Maria A. C. Rocha: University of Minho
Edite M. G. P. Fernandes: Algoritmi Research Centre

Journal of Global Optimization, 2018, vol. 71, issue 3, No 6, 517-536

Abstract: Abstract 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.

Keywords: Global optimization; DIRECT algorithm; Filter method (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10898-017-0596-8

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