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Multilocal Programming: A Derivative-Free Filter Multistart Algorithm

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Computational Science and Its Applications – ICCSA 2013 (ICCSA 2013)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 7971))

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Abstract

Multilocal programming aims to locate all the local solutions of an optimization problem. A stochastic method based on a multistart strategy and a derivative-free filter local search for solving general constrained optimization problems is presented. The filter methodology is integrated into a coordinate search paradigm in order to generate a set of trial approximations that might be acceptable if they improve the constraint violation or the objective function value relative to the current one. Preliminary numerical experiments with a benchmark set of problems show the effectiveness of the proposed method.

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Author information

Authors and Affiliations

  1. ESTiG, Polytechnic Institute of Bragança, 5301-857, Bragança, Portugal

    Florbela P. Fernandes

  2. Department of Mathematics and Applications, University of Minho, 4800-058, Guimarães, Portugal

    M. Fernanda P. Costa

  3. Centre of Mathematics, University of Minho, 4710-057, Braga, Portugal

    Florbela P. Fernandes & M. Fernanda P. Costa

  4. Algoritmi R&D Centre, University of Minho, 4710-057, Braga, Portugal

    Edite M. G. P. Fernandes

Authors
  1. Florbela P. Fernandes
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  2. M. Fernanda P. Costa
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Editor information

Editors and Affiliations

  1. L-I.S.U.T. - D.A.P.I.t. Facoltà Ingegneria, Università degli Studi della Basilicata, Viale dell’Ateneo Lucano, 10, 85100, Potenza, Italy

    Beniamino Murgante

  2. Covenant University, Canaanland, Ota, Nigeria

    Sanjay Misra

  3. Partimento di Scienze e Tecnologie per LAgricoltura, le Foreste, la Natura e lEnergia, Università degli Studi della Tuscia, Via S. Camillo de Lellis, snc, 01100, Viterbo, Italy

    Maurizio Carlini

  4. Dipartimento di Scienze dell’Ingegneria Civile e dell’Architecttura, Politecnico di Bari, Via Orabona, 4, 70125, Bari, Italy

    Carmelo M. Torre

  5. International University VNU-HCM, Quarter 6, Linh Trung, Thu Duc, Ho Chi Minh City, Vietnam

    Hong-Quang Nguyen

  6. School of Business Systems, Monash University, 3800, Clayton, VIC, Australia

    David Taniar

  7. Department of Intelligent Informatics, Kyushu Sangyo University, 2-3-1 Matsukadai, 813-8503, Higashi-ku, Fukuoka, Japan

    Bernady O. Apduhan

  8. Department of Mathematics and Computer Science, University of Perugia, Via Vanvitelli, 1, 06123, Perugia, Italy

    Osvaldo Gervasi

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Fernandes, F.P., Costa, M.F.P., Fernandes, E.M.G.P. (2013). Multilocal Programming: A Derivative-Free Filter Multistart Algorithm. In: Murgante, B., et al. Computational Science and Its Applications – ICCSA 2013. ICCSA 2013. Lecture Notes in Computer Science, vol 7971. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-39637-3_27

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  • DOI: https://doi.org/10.1007/978-3-642-39637-3_27

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-39636-6

  • Online ISBN: 978-3-642-39637-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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