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Improving efficiency of a multistart with interrupted hooke-and-jeeves filter search for solving MINLP problems

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Summary:This paper addresses the problem of solving mixed-integer nonlinear programming (MINLP) problems by a multistart strategy that invokes a derivative-free local search procedure based on a filter set methodology to handle nonlinear constraints. A new concept of componentwise normalized distance aiming to discard randomly generated points that are sufficiently close to other points already used to invoke the local search is analyzed. A variant of the Hooke-and-Jeeves filter algorithm for MINLP is proposed with the goal of interrupting the iterative process if the accepted iterate falls inside an ϵ-neighborhood of an already computed minimizer. Preliminary numerical results are included.
Main Authors:Fernandes, Florbela P.
Other Authors:Costa, M. Fernanda P.; Rocha, Ana Maria A.C.; Fernandes, Edite M.G.P.
Subject:Nonconvex MINLP Multistart Hooke-and-Jeeves Filter method
Year:2016
Country:Portugal
Document type:conference paper
Access type:open access
Associated institution:Instituto Politécnico de Bragança
Language:English
Origin:Biblioteca Digital do IPB

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