Title
A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems
Abstract
In this paper we propose a new algorithm for solving difficult large-scale global optimization problems. We draw our inspiration from the well-known DIRECT algorithm which, by exploiting the objective function behavior, produces a set of points that tries to cover the most interesting regions of the feasible set. Unfortunately, it is well-known that this strategy suffers when the dimension of the problem increases. As a first step we define a multi-start algorithm using DIRECT as a deterministic generator of starting points. Then, the new algorithm consists in repeatedly applying the previous multi-start algorithm on suitable modifications of the variable space that exploit the information gained during the optimization process. The efficiency of the new algorithm is pointed out by a consistent numerical experimentation involving both standard test problems and the optimization of Morse potential of molecular clusters.
Year
DOI
Venue
2010
10.1007/s10589-008-9217-2
Comp. Opt. and Appl.
Keywords
Field
DocType
Global optimization,Nonlinear programming,Morse potential,DIRECT algorithm
Cluster (physics),Mathematical optimization,Global optimization,Meta-optimization,Nonlinear programming,Exploit,Morse potential,Feasible region,Mathematics,Global optimization problem
Journal
Volume
Issue
ISSN
45
2
0926-6003
Citations 
PageRank 
References 
27
1.12
11
Authors
3
Name
Order
Citations
PageRank
G. Liuzzi119517.16
Stefano Lucidi278578.11
V. Piccialli3271.12