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Numerical study of augmented lagrangian algorithms for constrained global optimization
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| Resumo: | This article presents a numerical study of two augmented Lagrangian algorithms to solve continuous constrained global optimization problems. The algorithms approximately solve a sequence of bound constrained subproblems whose objective function penalizes equality and inequality constraints violation and depends on the Lagrange multiplier vectors and a penalty parameter. Each subproblem is solved by a population-based method that uses an electromagnetism-like (EM) mechanism to move points towards optimality. Three local search procedures are tested to enhance the EM algorithm. Benchmark problems are solved in a performance evaluation of the proposed augmented Lagrangian methodologies. A comparison with other techniques presented in the literature is also reported. |
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| Autores principais: | Rocha, Ana Maria A. C. |
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| Outros Autores: | Fernandes, Edite Manuela da G. P. |
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| Assunto: | Global optimization Augmented lagrangian Electromagnetism-like mechanism Heuristics |
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| Ano: | 2011 |
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| País: | Portugal |
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| Tipo de documento: | artigo |
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| Tipo de acesso: | acesso aberto |
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| Instituição associada: | Universidade do Minho |
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| Idioma: | inglês |
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| Origem: | RepositóriUM - Universidade do Minho |
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