Title of article :
Adaptive memoryprogrammingforconstrainedglobaloptimization
Author/Authors :
Leon Lasdon، نويسنده , , AbrahamDuarte، نويسنده , , FredGlover c، نويسنده , , ManuelLaguna d، نويسنده , , RafaelMart?´ ، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2010
Abstract :
The problemoffindingaglobaloptimumofaconstrainedmultimodalfunctionhasbeenthesubjectof
intensivestudyinrecentyears.Severaleffectiveglobaloptimizationalgorithmsforconstrained
problemshavebeendeveloped;amongthem,themulti-startproceduresdiscussedinUgrayetal. [1]
are themosteffective.Wepresentsomenewmulti-startmethodsbasedontheframeworkofadaptive
memoryprogramming(AMP),whichinvolvememorystructuresthataresuperimposedonalocal
optimizer.Computationalcomparisonsinvolvingwidelyusedgradient-basedlocalsolvers,suchas
Conopt andOQNLP,areperformedonatestbedof41problemsthathavebeenusedtocalibratethe
performanceofsuchmethods.OurtestsindicatethatthenewAMPproceduresarecompetitivewiththe
best performingexistingones.
Keywords :
Tabu search , Global optimization
Journal title :
Computers and Operations Research
Journal title :
Computers and Operations Research
