Title of article
A hybridmeta-heuristicforglobaloptimisationusinglow-discrepancy sequences ofpoints
Author/Authors
Antoniya Georgieva، نويسنده , , IvanJordanovb، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2010
Pages
14
From page
456
To page
469
Abstract
A hybridnovelmeta-heuristictechniqueforbound-constrainedglobaloptimisation(GO)isproposed
in thispaper.Wehavedevelopedaniterativealgorithmcalled LP Optimisation (LP O) thatuseslow-
discrepancy sequencesofpointsandmeta-heuristicknowledgetofindregionsofattractionwhensearch-
ing foraglobalminimumofanobjectivefunction.Subsequently,thewell-knownNelder–Mead(NM)
simplex localsearchisusedtorefinethesolutionfoundbythe LP O method. Thecombinationofthetwo
techniques (LP O and NM) providesapowerfulhybridoptimisationtechnique,whichwecall LP NM. Its
properties—applicability, convergence,consistencyandstabilityarediscussedhereindetail.The LP NM
is testedonanumberofbenchmarkmultimodalmathematicalfunctionsfrom2to20dimensionsand
compared withresultsfromotherstochasticheuristicmethods.
Keywords
Meta-heuristics , Global optimisation , Local minima problem , Low-discrepancy sequences , Hybrid methods
Journal title
Computers and Operations Research
Serial Year
2010
Journal title
Computers and Operations Research
Record number
927661
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