Hybrid evolutionary algorithm for solving general variational inequality problems |
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Authors: | Mend-Amar Majig Abdel-Rahman Hedar Masao Fukushima |
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Institution: | (1) Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan |
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Abstract: | This paper considers the problem of finding as many as possible, hopefully all, solutions of the general (i.e., not necessarily
monotone) variational inequality problem (VIP). Based on global optimization reformulation of VIP, we propose a hybrid evolutionary
algorithm that incorporates local search in promising regions. In order to prevent searching process from returning to the
already detected global or local solutions, we employ the tunneling and hump-tunneling function techniques. The proposed algorithm
is tested on a set of test problems in the MCPLIB library and numerical results indicate that it works well in practice. |
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Keywords: | Variational inequality Global optimization Evolutionary algorithm Local search Tunneling function |
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