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GLODS: global and local optimization using direct search

2015-05Journal article Restricted access
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dc.contributor.authorCustódio, A. L.
dc.contributor.authorMadeira, JFA
dc.date.accessioned2016-04-14T16:36:02Z
dc.date.available2016-04-14T16:36:02Z
dc.date.issued2015-05
dc.description.abstractLocating and identifying points as global minimizers is, in general, a hard and time-consuming task. Difficulties increase in the impossibility of using the derivatives of the functions defining the problem. In this work, we propose a new class of methods suited for global derivative-free constrained optimization. Using direct search of directional type, the algorithm alternates between a search step, where potentially good regions are located, and a poll step where the previously located promising regions are explored. This exploitation is made through the launching of several instances of directional direct searches, one in each of the regions of interest. Differently from a simple multistart strategy, direct searches will merge when sufficiently close. The goal is to end with as many direct searches as the number of local minimizers, which would easily allow locating the global extreme value. We describe the algorithmic structure considered, present the corresponding convergence analysis and report numerical results, showing that the proposed method is competitive with currently commonly used global derivative-free optimization solvers.pt_PT
dc.identifier.citationCUSTÓDIO, A. L.; MADEIRA, J. F. A.; - GLODS: global and local optimization using direct search. Journal of Global Optimization. ISSN. 0925-5001. Vol. 62, N.º 1 (2015), pp. 1-28.pt_PT
dc.identifier.doi10.1007/s10898-014-0224-9pt_PT
dc.identifier.issn0925-5001
dc.identifier.issn1573-2916
dc.identifier.urihttp://hdl.handle.net/10400.21/5985
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherSPRINGERpt_PT
dc.relationSparse and Smoothing Methods for Nonlinear Optimization of Complex Models
dc.relation.publisherversionhttp://link.springer.com/article/10.1007/s10898-014-0224-9pt_PT
dc.subjectGlobal optimizationpt_PT
dc.subjectMultistart strategiespt_PT
dc.subjectDirect-search methodspt_PT
dc.subjectPattern-search methodspt_PT
dc.subjectNonsmooth calculuspt_PT
dc.titleGLODS: global and local optimization using direct searchpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.awardTitleSparse and Smoothing Methods for Nonlinear Optimization of Complex Models
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/5876-PPCDTI/PTDC%2FMAT%2F116736%2F2010/PT
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/5876/PEst-OE%2FMAT%2FUI0297%2F2014/PT
oaire.citation.endPage28pt_PT
oaire.citation.issue1pt_PT
oaire.citation.startPage1pt_PT
oaire.citation.volume62pt_PT
oaire.fundingStream5876-PPCDTI
oaire.fundingStream5876
person.familyNameMadeira
person.givenNameJose Firmino Aguilar
person.identifier.ciencia-id6F1E-DCF0-D6EC
person.identifier.orcid0000-0001-9523-3808
person.identifier.ridN-6918-2016
person.identifier.scopus-author-id7003405549
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT
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relation.isAuthorOfPublication.latestForDiscoveryd495619a-a6ab-4ff5-8e70-3a1351f934dc
relation.isProjectOfPublication948bd54e-a85f-4ede-a4b5-79f07f8e9558
relation.isProjectOfPublication88c3df36-ff35-4cab-8e3a-6b72fd9a2a5b
relation.isProjectOfPublication.latestForDiscovery948bd54e-a85f-4ede-a4b5-79f07f8e9558

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