Hybridizing the electromagnetism-like algorithm with descent search for solving engineering design 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 a random local search, which is a derivative-free procedure with high ability of producing a descent direction. Since the original EM...

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Bibliographic Details
Main Author: Rocha, Ana Maria A. C. (author)
Other Authors: Fernandes, Edite Manuela da G. P. (author)
Format: article
Language:eng
Published: 2009
Subjects:
Online Access:https://hdl.handle.net/1822/9670
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/9670
Description
Summary: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 a random local 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 inequality constraints of the problem relies on selective conditions that impose a sufficient reduction either in the constraints violation or in the objective function value, when comparing two points at a time. The hybrid EM method is tested on a set of benchmark engineering design problems and the numerical results demonstrate the effectiveness of the proposed approach. A comparison with results from other stochastic methods is also included.