Heuristic pattern search for bound constrained minimax problems

Authors:
Isabel A. C. P. Espírito Santo;Edite M. G. P. Fernandes
Affiliations:
Algoritmi R & D Centre, University of Minho, Braga, Portugal;Algoritmi R & D Centre, University of Minho, Braga, Portugal
Venue:
ICCSA'11 Proceedings of the 2011 international conference on Computational science and its applications - Volume Part III
Year:
2011

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Abstract

This paper presents a pattern search algorithm and its hybridization with a random descent search for solving bound constrained minimax problems. The herein proposed heuristic pattern search method combines the Hooke and Jeeves (HJ) pattern and exploratory moves with a randomly generated approximate descent direction. Two versions of the heuristic algorithm have been applied to several benchmark minimax problems and compared with the original HJ pattern search algorithm.