Continuous GRASP with a local active-set method for bound-constrained global optimization |
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| Authors: | Ernesto G Birgin Erico M Gozzi Mauricio G C Resende Ricardo M A Silva |
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| Institution: | 1.Instituto de Matemática e Estatística,Universidade de S?o Paulo,S?o Paulo,Brazil;2.Algorithms and Optimization Research Department,AT&T Labs Research,Florham Park,USA;3.Department of Computer Science,Federal University of Lavras,Lavras,Brazil |
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| Abstract: | Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper,
we propose a hybrid heuristic—based on the CGRASP and GENCAN methods—for finding approximate solutions for continuous global
optimization problems subject to box constraints. Experimental results illustrate the relative effectiveness of CGRASP–GENCAN
on a set of benchmark multimodal test functions. |
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