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conference presentation

A heuristic for nonlinear global optimization

Bierlaire, Michel  
•
Thémans, Michaël  
•
Zufferey, Nicolas
2008
Graph and Optimization Meeting 2008

We propose a new heuristic for nonlinear global optimization combining a variable neighbourhood search framework with a modified trust-region algorithm as local search. The proposed method presents the capability to prematurely interrupt the local search if the iterates are converging to a local minimum which has already been visited or if they are reaching an area where no significant improvement can be expected. The neighborhoods as well as the neighbors selection procedure are exploiting the curvature of the objective function. Numerical tests are performed on a set of unconstrained nonlinear problems from the literature. Results illustrate that the new method significantly outperforms existing heuristics from the literature in terms of success rate, CPU time, and number of function evaluations.

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Type
conference presentation
Author(s)
Bierlaire, Michel  
Thémans, Michaël  
Zufferey, Nicolas
Date Issued

2008

Subjects

nonlinear optimization

•

global minimum

•

heuristic

•

trust-region algorithm

•

Variable Neighborhood Search

•

Tabu-Search

•

Genetic Algorithms

•

Pattern Search

•

Polynomials

•

Optima

•

Links

URL

URL

http://transp-or2.epfl.ch/talks/GOM08.pdf
Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
TRANSP-OR  
Event nameEvent placeEvent date
Graph and Optimization Meeting 2008

Saint-Maximin La Sainte Baume, France

August 26, 2008

Available on Infoscience
June 15, 2009
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/40552
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