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

Abstract. 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. Experimental results illustrate the relative effectiveness of CGRASP-GENCAN on a set of benchmark multimodal test functions.

• Type: Journal
• Year: 2010
• Where: JGO
• Authors: Ernesto G. Birgin, Erico M. Gozzi, Mauricio G. C. Resende, Ricardo M. A. Silva
• Keywords: Benchmark Multimodal Test, Continuous Global Optimization, Global Optimization, JGO 2010