In this paper we propose a new algorithm for solving difficult large-scale global optimization problems. We draw our inspiration from the well-known DIRECT algorithm which, by exploiting the objective function behavior, produces a set of points that tries to cover the most interesting regions of the feasible set. Unfortunately, it is well-known that this strategy suffers when the dimension of the problem increases. As a first step we define a multi-start algorithm using DIRECT as a deterministic generator of starting points. Then, the new algorithm consists in repeatedly applying the previous multi-start algorithm on suitable modifications of the variable space that exploit the information gained during the optimization process. The efficiency of the new algorithm is pointed out by a consistent numerical experimentation involving both standard test problems and the optimization of Morse potential of molecular clusters. © 2008 Springer Science+Business Media, LLC.

Liuzzi, G., Lucidi, S., & Piccialli, V. (2008). A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 45(2), 353-375 [10.1007/s10589-008-9217-2].

A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems

PICCIALLI, VERONICA
2008

Abstract

In this paper we propose a new algorithm for solving difficult large-scale global optimization problems. We draw our inspiration from the well-known DIRECT algorithm which, by exploiting the objective function behavior, produces a set of points that tries to cover the most interesting regions of the feasible set. Unfortunately, it is well-known that this strategy suffers when the dimension of the problem increases. As a first step we define a multi-start algorithm using DIRECT as a deterministic generator of starting points. Then, the new algorithm consists in repeatedly applying the previous multi-start algorithm on suitable modifications of the variable space that exploit the information gained during the optimization process. The efficiency of the new algorithm is pointed out by a consistent numerical experimentation involving both standard test problems and the optimization of Morse potential of molecular clusters. © 2008 Springer Science+Business Media, LLC.
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MAT/09 - Ricerca Operativa
English
Con Impact Factor ISI
DIRECT algorithm; Global optimization; Morse potential; Nonlinear programming
http://www.springerlink.com/content/406g25204q32lml8/
Liuzzi, G., Lucidi, S., & Piccialli, V. (2008). A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 45(2), 353-375 [10.1007/s10589-008-9217-2].
Liuzzi, G; Lucidi, S; Piccialli, V
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2108/42490
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