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

  • Ernesto G. Birgin
  • Mauricio G.C. Resende
  • Ricardo M. A. Silva
  • Erico M. Gozzi
    • Categories Global Optimization, Stochastic Approaches Tags , , , , , Short URL: https://optimization-online.org/?p=10738

    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.

    Citation

    AT&T Labs Research Technical Report, AT&T Labs Research, Shannon Laboratory, Florham Park, NJ 07932, April 2009.

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