particle swarm – Optimization Online

PSwarm: A Hybrid Solver for Linearly Constrained Global Derivative-Free Optimization

Published: 2008/09/26

Applications - Science and Engineering, Constrained Nonlinear Optimization, Global Optimization bound constraints, coordinate search, derivative-free optimization, direct search, global optimization, linear constraints, particle swarm, pattern search

PSwarm was developed originally for the global optimization of functions without derivatives and where the variables are within upper and lower bounds. The underlying algorithm used 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 step of coordinate search, … Read more

A Particle Swarm Pattern Search Method for Bound Constrained Nonlinear Optimization

Published: 2006/03/13

A. Ismael F. Vaz

Luis Nunes Vicente

Global Optimization, Nonlinear Optimization, Optimization Software Benchmark bound constrained nonlinear optimization, derivative-free optimization, direct search, global optimization, particle swarm, pattern search

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 … Read more