Author(s):
Rocha, Ana Maria A. C. ; Fernandes, Edite Manuela da G. P.
Date: 2008
Persistent ID: http://hdl.handle.net/1822/9667
Origin: RepositóriUM - Universidade do Minho
Subject(s): Hybrid methods; Electromagnetism-like mechanism; Descent search
Description
In this paper, we present a new stochastic hybrid technique for constrained global optimization. It is a combination of the electromagnetism-like (EM) mechanism with an approximate descent search, which is a derivative-free procedure with high ability of producing a descent direction. Since the original EM algorithm is specifically designed for solving bound constrained problems, the approach herein adopted for handling the constraints of the problem relies on a simple heuristic denoted by feasibility and dominance rules. The hybrid EM method is tested on four well-known engineering design problems and the numerical results demonstrate the effectiveness of the proposed approach.