A stochastic local search algorithm for constrained continuous global optimization

作者：Melo Wendel A X^*; Fampa Marcia H C; Raupp Fernanda M P

来源：International Transactions in Operational Research, 2012, 19(6): 825-846.

DOI：10.1111/j.1475-3995.2012.00854.x

• metaheuristic
• nonlinear optimization
• constrained continuous global optimization

This paper presents a new stochastic local search algorithm known as feasibleinfeasible search procedure (FISP) for constrained continuous global optimization. The proposed procedure uses metaheuristic strategies for combinatorial optimization as well as combined strategies for exploring continuous spaces, which are applied to an efficient process in increasingly refined neighborhoods of current points. We show effectiveness and efficiency of the proposed procedure on a standard set of 13 well-known test problems. Furthermore, we compare the performance of FISP with SNOPT (sparse nonlinear optimizer) and with few successful existing stochastic algorithms on the same set of test problems.

• 出版日期2012-11