Title
A Stochastic Local Search Algorithm For Constrained Continuous Global Optimization
Abstract
This paper presents a new stochastic local search algorithm known as feasibleinfeasible search procedure (FISP) for constrained continuous global optimization. The proposed procedure uses metaheuristic strategies for combinatorial optimization as well as combined strategies for exploring continuous spaces, which are applied to an efficient process in increasingly refined neighborhoods of current points. We show effectiveness and efficiency of the proposed procedure on a standard set of 13 well-known test problems. Furthermore, we compare the performance of FISP with SNOPT (sparse nonlinear optimizer) and with few successful existing stochastic algorithms on the same set of test problems.
Year
DOI
Venue
2012
10.1111/j.1475-3995.2012.00854.x
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH
Keywords
Field
DocType
metaheuristic, nonlinear optimization, constrained continuous global optimization
Continuous optimization,Stochastic optimization,Mathematical optimization,Global optimization,Combinatorial optimization,Local search (optimization),Optimization problem,Mathematics,Tabu search,Metaheuristic
Journal
Volume
Issue
ISSN
19
6
0969-6016
Citations 
PageRank 
References 
0
0.34
18
Authors
3
Name
Order
Citations
PageRank
Wendel Melo1133.02
Marcia Fampa25811.69
Fernanda M. P. Raupp3295.35