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A Metropolis algorithm combined with Hooke-Jeeves local search method applied to global optimization
Authors:A.C. Rios-Coelho  N. Henderson
Affiliation:a Instituto Politécnico, Universidade do Estado do Rio de Janeiro, R. Alberto Rangel, s/n, Nova Friburgo, RJ 28630-050, Brazil
b Universidade Federal do Oeste do Pará, Av. Marechal Rondon, s/n, Santarém, PA 68040-070, Brazil
Abstract:
A hybridization of a recently introduced Metropolis algorithm named the Particle Collision Algorithm (PCA) and the Hooke-Jeeves local search method is applied to a testbed of global optimization functions and to real-world chemical equilibrium nonlinear systems. The results obtained by this method, called HJPCA, are compared against those achieved by two state-of-the-art global optimization methods, C-GRASP and GLOBAL. HJPCA performs better than both algorithms, thus demonstrating its potential for other applications.
Keywords:Global optimization   Metaheuristics   Hybrid methods   Metropolis algorithms   Hooke-Jeeves method
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