Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems

Detalhes bibliográficos
Autor(a) principal: Fernandes, Florbela P.
Data de Publicação: 2016
Outros Autores: Costa, M. Fernanda P., Rocha, Ana Maria A.C., Fernandes, Edite M.G.P.
Idioma: eng
Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Texto Completo: http://hdl.handle.net/10198/13935
Resumo: This paper addresses the problem of solving mixed-integer nonlinear programming (MINLP) problems by a multistart strategy that invokes a derivative-free local search procedure based on a filter set methodology to handle nonlinear constraints. A new concept of componentwise normalized distance aiming to discard randomly generated points that are sufficiently close to other points already used to invoke the local search is analyzed. A variant of the Hooke-and-Jeeves filter algorithm for MINLP is proposed with the goal of interrupting the iterative process if the accepted iterate falls inside an ϵ-neighborhood of an already computed minimizer. Preliminary numerical results are included.
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spelling Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problemsNonconvex MINLPMultistartHooke-and-JeevesFilter methodThis paper addresses the problem of solving mixed-integer nonlinear programming (MINLP) problems by a multistart strategy that invokes a derivative-free local search procedure based on a filter set methodology to handle nonlinear constraints. A new concept of componentwise normalized distance aiming to discard randomly generated points that are sufficiently close to other points already used to invoke the local search is analyzed. A variant of the Hooke-and-Jeeves filter algorithm for MINLP is proposed with the goal of interrupting the iterative process if the accepted iterate falls inside an ϵ-neighborhood of an already computed minimizer. Preliminary numerical results are included.The authors wish to thank two anonymous referees for their comments and suggestions. This work has been supported by COMPETE: POCI-01-0145-FEDER-007043 and FCT - Fundação para a Ciência e Tecnologia, within the projects UID/CEC/00319/2013 and UID/MAT/00013/2013.SpringerBiblioteca Digital do IPBFernandes, Florbela P.Costa, M. Fernanda P.Rocha, Ana Maria A.C.Fernandes, Edite M.G.P.2017-01-27T15:18:50Z20162016-01-01T00:00:00Zconference objectinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/10198/13935engFernandes, Florbela P.; Costa, M. Fernanda P.; Rocha, Ana Maria A.C.; Fernandes, Edite M.G.P. (2016). Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems. In Gervais, Osvaldo [et al.] (eds.) 16th International Conference on Computational Science and Its Applications, ICCSA 2016. Beijing. p. 345-358. ISBN 978-3-319-42085-12710.1007/978-3-319-42085-127info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-02-25T12:04:16Zoai:bibliotecadigital.ipb.pt:10198/13935Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T11:30:38.728201Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
title Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
spellingShingle Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
Fernandes, Florbela P.
Nonconvex MINLP
Multistart
Hooke-and-Jeeves
Filter method
title_short Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
title_full Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
title_fullStr Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
title_full_unstemmed Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
title_sort Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems
author Fernandes, Florbela P.
author_facet Fernandes, Florbela P.
Costa, M. Fernanda P.
Rocha, Ana Maria A.C.
Fernandes, Edite M.G.P.
author_role author
author2 Costa, M. Fernanda P.
Rocha, Ana Maria A.C.
Fernandes, Edite M.G.P.
author2_role author
author
author
dc.contributor.none.fl_str_mv Biblioteca Digital do IPB
dc.contributor.author.fl_str_mv Fernandes, Florbela P.
Costa, M. Fernanda P.
Rocha, Ana Maria A.C.
Fernandes, Edite M.G.P.
dc.subject.por.fl_str_mv Nonconvex MINLP
Multistart
Hooke-and-Jeeves
Filter method
topic Nonconvex MINLP
Multistart
Hooke-and-Jeeves
Filter method
description This paper addresses the problem of solving mixed-integer nonlinear programming (MINLP) problems by a multistart strategy that invokes a derivative-free local search procedure based on a filter set methodology to handle nonlinear constraints. A new concept of componentwise normalized distance aiming to discard randomly generated points that are sufficiently close to other points already used to invoke the local search is analyzed. A variant of the Hooke-and-Jeeves filter algorithm for MINLP is proposed with the goal of interrupting the iterative process if the accepted iterate falls inside an ϵ-neighborhood of an already computed minimizer. Preliminary numerical results are included.
publishDate 2016
dc.date.none.fl_str_mv 2016
2016-01-01T00:00:00Z
2017-01-27T15:18:50Z
dc.type.driver.fl_str_mv conference object
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10198/13935
url http://hdl.handle.net/10198/13935
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Fernandes, Florbela P.; Costa, M. Fernanda P.; Rocha, Ana Maria A.C.; Fernandes, Edite M.G.P. (2016). Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems. In Gervais, Osvaldo [et al.] (eds.) 16th International Conference on Computational Science and Its Applications, ICCSA 2016. Beijing. p. 345-358. ISBN 978-3-319-42085-127
10.1007/978-3-319-42085-127
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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