Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Conferences, Workshops, Symposiums, and Seminars
  4. A heuristic for nonlinear global optimization
 
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.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

GOM08.pdf

Access type

openaccess

Size

785.73 KB

Format

Adobe PDF

Checksum (MD5)

26cb9b3488550dc3168503547d8a51ec

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés