Global optimization by continuous grasp |
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| Authors: | M J Hirsch C N Meneses P M Pardalos M G C Resende |
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| Institution: | (1) Raytheon, Inc., Network Centric Systems, P.O. Box 12248, St. Petersburg, FL 33733-2248, USA;(2) Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, Gainesville, FL 32611, USA;(3) Algorithms and Optimization Research Department, AT&T Labs Research, 180 Park Avenue, Room C241, Florham Park, NJ 07932, USA |
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| Abstract: | We introduce a novel global optimization method called Continuous GRASP (C-GRASP) which extends Feo and Resende’s greedy randomized adaptive search procedure (GRASP) from the domain of discrete
optimization to that of continuous global optimization. This stochastic local search method is simple to implement, is widely
applicable, and does not make use of derivative information, thus making it a well-suited approach for solving global optimization
problems. We illustrate the effectiveness of the procedure on a set of standard test problems as well as two hard global optimization
problems. |
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