Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems

Salhi, Abdellah, et al. "Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems." RAIRO - Operations Research 34.2 (2010): 183-197. <http://eudml.org/doc/197820>.

@article{Salhi2010,
abstract = { The solution of a variety of classes of global optimisation problems is required in the implementation of a framework for sensitivity analysis in multicriteria decision analysis. These problems have linear constraints, some of which have a particular structure, and a variety of objective functions, which may be smooth or non-smooth. The context in which they arise implies a need for a single, robust solution method. The literature contains few experimental results relevant to such a need. We report on our experience with the implementation of three stochastic algorithms for global optimisation: the multi-level single linkage algorithm, the topographical algorithm and the simulated annealing algorithm. Issues relating to their implementation and use to solve practical problems are discussed. Computational results suggest that, for the class of problems considered, simulated annealing performs well. },
author = {Salhi, Abdellah, Proll, L.G., Rios Insua, D., Martin, J.I.},
journal = {RAIRO - Operations Research},
keywords = {Global optimisation; stochastic methods; constraints; multistart; simulated annealing.; global optimization; multistart; simulated annealing},
language = {eng},
month = {3},
number = {2},
pages = {183-197},
publisher = {EDP Sciences},
title = {Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems},
url = {http://eudml.org/doc/197820},
volume = {34},
year = {2010},
}

TY - JOUR
AU - Salhi, Abdellah
AU - Proll, L.G.
AU - Rios Insua, D.
AU - Martin, J.I.
TI - Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems
JO - RAIRO - Operations Research
DA - 2010/3//
PB - EDP Sciences
VL - 34
IS - 2
SP - 183
EP - 197
AB - The solution of a variety of classes of global optimisation problems is required in the implementation of a framework for sensitivity analysis in multicriteria decision analysis. These problems have linear constraints, some of which have a particular structure, and a variety of objective functions, which may be smooth or non-smooth. The context in which they arise implies a need for a single, robust solution method. The literature contains few experimental results relevant to such a need. We report on our experience with the implementation of three stochastic algorithms for global optimisation: the multi-level single linkage algorithm, the topographical algorithm and the simulated annealing algorithm. Issues relating to their implementation and use to solve practical problems are discussed. Computational results suggest that, for the class of problems considered, simulated annealing performs well.
LA - eng
KW - Global optimisation; stochastic methods; constraints; multistart; simulated annealing.; global optimization; multistart; simulated annealing
UR - http://eudml.org/doc/197820
ER -