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

• Published in: Journal of global optimization Vol. 48; no. 2; pp. 289 - 310
• Main Authors: Birgin, Ernesto G., Gozzi, Erico M., Resende, Mauricio G. C., Silva, Ricardo M. A.
• Format: Journal Article
• Language: English
• Published: Boston Springer US 01.10.2010; Springer Nature B.V
• Subjects: Algorithms; Computer Science; Construction; Heuristic; Mathematics; Mathematics and Statistics; Methods; Operations Research/Decision Theory; Optimization; Optimization techniques; Real Functions; Stochastic models; Studies; GENCAN; Global optimization; CGRASP; Active-set methods; Stochastic methods; Heuristic

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....