Hybrid optimization coupling electromagnetism and descent search for engineering problems

In this paper, we present a new stochastic hybrid technique for constrained global optimization. It is a combination of the electromagnetism-like (EM) mechanism with an approximate descent search, which is a derivative-free procedure with high ability of producing a descent direction. Since the orig...

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Detalhes bibliográficos
Autor principal: Rocha, Ana Maria A. C. (author)
Outros Autores: Fernandes, Edite Manuela da G. P. (author)
Formato: conferencePaper
Idioma:eng
Publicado em: 2008
Assuntos:
Texto completo:http://hdl.handle.net/1822/9667
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/9667
Descrição
Resumo:In this paper, we present a new stochastic hybrid technique for constrained global optimization. It is a combination of the electromagnetism-like (EM) mechanism with an approximate descent search, which is a derivative-free procedure with high ability of producing a descent direction. Since the original EM algorithm is specifically designed for solving bound constrained problems, the approach herein adopted for handling the constraints of the problem relies on a simple heuristic denoted by feasibility and dominance rules. The hybrid EM method is tested on four well-known engineering design problems and the numerical results demonstrate the effectiveness of the proposed approach.