A Metropolis algorithm combined with Hooke-Jeeves local search method applied to global optimization

作者：Rios Coelho A C; Sacco W F^*; Henderson N

来源：Applied Mathematics and Computation, 2010, 217(2): 843-853.

DOI：10.1016/j.amc.2010.06.027

• Global optimization
• Metaheuristics
• Hybrid methods
• Metropolis algorithms
• Hooke-Jeeves method

A hybridization of a recently introduced Metropolis algorithm named the Particle Collision Algorithm (PCA) and the Hooke-Jeeves local search method is applied to a testbed of global optimization functions and to real-world chemical equilibrium nonlinear systems. The results obtained by this method, called HJPCA, are compared against those achieved by two state-of-the-art global optimization methods, C-GRASP and GLOBAL. HJPCA performs better than both algorithms, thus demonstrating its potential for other applications.

• 出版日期2010-9-15