Title of article :
A hybridmeta-heuristicforglobaloptimisationusinglow-discrepancy sequences ofpoints
Author/Authors :
Antoniya Georgieva، نويسنده , , IvanJordanovb، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2010
Pages :
14
From page :
456
To page :
469
Abstract :
A hybridnovelmeta-heuristictechniqueforbound-constrainedglobaloptimisation(GO)isproposed in thispaper.Wehavedevelopedaniterativealgorithmcalled LP Optimisation (LP O) thatuseslow- discrepancy sequencesofpointsandmeta-heuristicknowledgetofindregionsofattractionwhensearch- ing foraglobalminimumofanobjectivefunction.Subsequently,thewell-knownNelder–Mead(NM) simplex localsearchisusedtorefinethesolutionfoundbythe LP O method. Thecombinationofthetwo techniques (LP O and NM) providesapowerfulhybridoptimisationtechnique,whichwecall LP NM. Its properties—applicability, convergence,consistencyandstabilityarediscussedhereindetail.The LP NM is testedonanumberofbenchmarkmultimodalmathematicalfunctionsfrom2to20dimensionsand compared withresultsfromotherstochasticheuristicmethods.
Keywords :
Meta-heuristics , Global optimisation , Local minima problem , Low-discrepancy sequences , Hybrid methods
Journal title :
Computers and Operations Research
Serial Year :
2010
Journal title :
Computers and Operations Research
Record number :
927661
Link To Document :
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