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Published in:
2013 | OriginalPaper | Chapter
Multilocal Programming: A Derivative-Free Filter Multistart Algorithm
Authors : Florbela P. Fernandes, M. Fernanda P. Costa, Edite M. G. P. Fernandes
Published in: Computational Science and Its Applications – ICCSA 2013
Publisher: Springer Berlin Heidelberg
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Multilocal programming aims to locate all the local solutions of an optimization problem. A stochastic method based on a multistart strategy and a derivative-free filter local search for solving general constrained optimization problems is presented. The filter methodology is integrated into a coordinate search paradigm in order to generate a set of trial approximations that might be acceptable if they improve the constraint violation or the objective function value relative to the current one. Preliminary numerical experiments with a benchmark set of problems show the effectiveness of the proposed method.