A particle swarm pattern search method for bound constrained global optimization

Authors:
A. Ismael Vaz;Luís N. Vicente
Affiliations:
Departamento de Produção e Sistemas, Escola de Engenharia, Universidade do Minho, Braga, Portugal 4710-057;Departamento de Matemática, Universidade de Coimbra, Coimbra, Portugal 3001-454
Venue:
Journal of Global Optimization
Year:
2007

Citing 16
Cited 21

Random number generators: good ones are hard to find

Communications of the ACM
A modeling language for mathematical programming

Management Science
Lipschitzian optimization without the Lipschitz constant

Journal of Optimization Theory and Applications
Direct search methods for the molecular conformation problem

Journal of Computational Chemistry
Fast Global Optimization of Difficult Lennard-Jones Clusters

Computational Optimization and Applications
Asynchronous Parallel Pattern Search for Nonlinear Optimization

SIAM Journal on Scientific Computing
Global Optimization by Multilevel Coordinate Search

Journal of Global Optimization
A Note on the Griewank Test Function

Journal of Global Optimization
On the Efficiency of a Global Non-differentiable Optimization Algorithm Based on the Method of Optimal Set Partitioning

Journal of Global Optimization
Analysis of Generalized Pattern Searches

SIAM Journal on Optimization
Locally-adaptive and memetic evolutionary pattern search algorithms

Evolutionary Computation
A Study of Global Optimization Using Particle Swarms

Journal of Global Optimization
A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems

Journal of Global Optimization
Mesh Adaptive Direct Search Algorithms for Constrained Optimization

SIAM Journal on Optimization
Finding Optimal Algorithmic Parameters Using Derivative-Free Optimization

SIAM Journal on Optimization
A study of particle swarm optimization particle trajectories

Information Sciences: an International Journal

Nonsmooth optimization through Mesh Adaptive Direct Search and Variable Neighborhood Search

Journal of Global Optimization
Particle Swarm Optimization for Bézier Surface Reconstruction

ICCS '08 Proceedings of the 8th international conference on Computational Science, Part II
Modified movement force vector in an electromagnetism-like mechanism for global optimization

Optimization Methods & Software - THE JOINT EUROPT-OMS CONFERENCE ON OPTIMIZATION, 4-7 JULY, 2007, PRAGUE, CZECH REPUBLIC, PART II
PSwarm: a hybrid solver for linearly constrained global derivative-free optimization

Optimization Methods & Software - GLOBAL OPTIMIZATION
A Heuristic for Nonlinear Global Optimization

INFORMS Journal on Computing
A genetic algorithm for a global optimization problem arising in the detection of gravitational waves

Journal of Global Optimization
Short Communication: Parameter sensitivity study of the Nelder-Mead Simplex Method

Advances in Engineering Software
A poly-hybrid PSO optimization method with intelligent parameter adjustment

Advances in Engineering Software
Massively parallel differential evolution--pattern search optimization with graphics hardware acceleration: an investigation on bound constrained optimization problems

Journal of Global Optimization
Novel fish swarm heuristics for bound constrained global optimization problems

ICCSA'11 Proceedings of the 2011 international conference on Computational science and its applications - Volume Part III
Constructing composite search directions with parameters in quadratic interpolation models

Journal of Global Optimization
Machine learning for global optimization

Computational Optimization and Applications
Sparse multikernel support vector regression machines trained by active learning

Expert Systems with Applications: An International Journal
Recurrent sparse support vector regression machines trained by active learning in the time-domain

Expert Systems with Applications: An International Journal
Clonal selection: an immunological algorithm for global optimization over continuous spaces

Journal of Global Optimization
Incorporating radial basis functions in pattern search methods: application to beam angle optimization in radiotherapy treatment planning

ICCSA'12 Proceedings of the 12th international conference on Computational Science and Its Applications - Volume Part III
A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization

Journal of Global Optimization
A Complementary Cyber Swarm Algorithm

International Journal of Swarm Intelligence Research
On the use of a priori knowledge in pattern search methods: application to beam angle optimization for intensity-modulated radiation therapy

ICCSA'13 Proceedings of the 13th international conference on Computational Science and Its Applications - Volume 1
Selection of intensity modulated radiation therapy treatment beam directions using radial basis functions within a pattern search methods framework

Journal of Global Optimization
Parallel Parameter Identification in Industrial Biotechnology

International Journal of Parallel Programming

Quantified Score

Hi-index	0.01

Visualization

Abstract

In this paper we develop, analyze, and test a new algorithm for the global minimization of a function subject to simple bounds without the use of derivatives. The underlying algorithm is a pattern search method, more specifically a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the optional search phase of pattern search we apply a particle swarm scheme to globally explore the possible nonconvexity of the objective function. Our extensive numerical experiments showed that the resulting algorithm is highly competitive with other global optimization methods also based on function values.