Abstract In this paper, we present a new stochastic hybrid technique for constrained global optimization. It is combination of the electromagnetism-like (EM) mechanism with random local search, which derivative-free procedure high ability producing descent direction. Since original EM algorithm specifically designed solving bound problems, approach herein adopted handling inequality constraints problem relies on selective conditions that impose sufficient reduction either in violation or...

This paper presents an algorithm for solving global optimization problems with bounded variables. The is a modification of the electromagnetism-like mechanism proposed by Birbil and Fang [An optimization, J. Global Optim. 25 (2003), pp. 263–282]. differences are mainly on local search procedure force vector used to move each point in population. Several widely-used benchmark were solved performance evaluation new when compared original one. A comparison other stochastic methods also...

We describe a reduction algorithm for solving semi-infinite programming problems. The proposed uses the simulated annealing method equipped with function stretching as multi-local procedure, and penalty technique finite optimization process. An exponential merit is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem show that very promising in practice.

Firefly algorithm (FA) is a metaheuristic for global optimization. In this paper, we address the practical testing of heuristic-based FA (HBFA) computing optima discrete nonlinear optimization problems, where variables are binary type. An important issue in formulation attractiveness each firefly which turn affects its movement search space. Dynamic updating schemes proposed two parameters, one from term and other randomization term. Three simple heuristics capable transforming real...

In this article, we aim to extend the firefly algorithm (FA) solve bound constrained mixed-integer nonlinear programming (MINLP) problems. An exact penalty continuous formulation of MINLP problem is used. The comes out by relaxing integrality constraints and adding a term objective function that aims penalize constraint violation. Two terms are proposed, one based on hyperbolic tangent other inverse sine function. We prove both penalties can be used define problem, in sense it equivalent...

SIPAMPL is an environment for coding semi-infinite programming (SIP) problems. This includes a database containing set of SIP problems that have been collected from the literature and routines. It allows users to code their own in AMPL, use any problem already database, develop test solver. The routines support interface between potential solver coded AMPL. also provides tool selection with specified characteristics. As concept demonstration, we show how MATLAB can solve database. Linux...

Economic dispatch (ED) plays one of the major roles in power generation systems. The objective economic problem is to find optimal combination dispatches from different generating units a given time period minimize total cost while satisfying specified constraints. Due valve-point loading effects function becomes nondifferentiable and has many local minima solution space. Traditional methods may fail reach global ED problems. Most existing stochastic try make feasible or penalize an...

Here we present a primal-dual interior point nonmonotone line search filter method for nonlinear programming. The relies on three measures, the feasibility, centrality and optimality presented in conditions, considers relaxed acceptability criteria step size includes feasibility restoration phase. Evaluation of has, until now, been made small problems comparison is provided with merit function approach.

This article presents a numerical study of two augmented Lagrangian algorithms to solve continuous constrained global optimization problems. The approximately sequence bound subproblems whose objective function penalizes equality and inequality constraints violation depends on the Lagrange multiplier vectors penalty parameter. Each subproblem is solved by population-based method that uses an electromagnetism-like (EM) mechanism move points towards optimality. Three local search procedures...