Continuous GRASP with a local active-set method for bound-constrained global optimization

Authors:
Ernesto G. Birgin;Erico M. Gozzi;Mauricio G. Resende;Ricardo M. Silva
Affiliations:
Instituto de Matemática e Estatística, Universidade de São Paulo, São Paulo, Brazil;Instituto de Matemática e Estatística, Universidade de São Paulo, São Paulo, Brazil;Algorithms and Optimization Research Department, AT&T Labs Research, Florham Park, USA;Department of Computer Science, Federal University of Lavras, Lavras, Brazil
Venue:
Journal of Global Optimization
Year:
2010

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Abstract

Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic--based on the CGRASP and GENCAN methods--for finding approximate solutions for continuous global optimization problems subject to box constraints. Experimental results illustrate the relative effectiveness of CGRASP---GENCAN on a set of benchmark multimodal test functions.