Title | ||
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A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems |
Abstract | ||
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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 |
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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. Liuzzi | 1 | 195 | 17.16 |
Stefano Lucidi | 2 | 785 | 78.11 |
V. Piccialli | 3 | 27 | 1.12 |