multistart strategies

MultiGLODS: Global and Local Multiobjective Optimization using Direct Search

  • Ana Luisa Custódio
  • J. F. A. Madeira
    • Categories Global Optimization, Nonlinear Optimization Tags , , , ,

    The optimization of multimodal functions is a challenging task, in particular when derivatives are not available for use. Recently, in a directional direct search framework, a clever multistart strategy was proposed for global derivative-free optimization of single objective functions. The goal of the current work is to generalize this approach to the computation of global … Read more

    GLODS: Global and Local Optimization using Direct Search

  • Ana Luisa Custódio
  • J. F. A. Madeira
    • Categories Global Optimization Theory Tags , , , ,

    Locating and identifying points as global minimizers is, in general, a hard and time-consuming task. Difficulties increase when the derivatives of the functions defining the problem are not available for use. In this work, we propose a new class of methods suited for global derivative-free constrained optimization. Using direct search of directional type, the algorithm … Read more