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Título: | Improved scatter search for the global optimzation of computationally expensive dynamic models |
Autor: | Egea, José A. CSIC ORCID CVN; Vázquez, Emmanuel; Banga, Julio R. CSIC ORCID ; Martí, Rafael | Palabras clave: | Global optimization Expensive functions Scatter search Kriging |
Fecha de publicación: | 2009 | Editor: | Springer Nature | Citación: | Journal of Global Optimization 43(2-3): 175-190 (2009) | Resumen: | A new algorithm for global optimization of costly nonlinear continuous problems is presented in this paper. The algorithm is based on the scatter search metaheuristic, which has recently proved to be efficient for solving combinatorial and nonlinear optimization problems. A kriging-based prediction method has been coupled to the main optimization routine in order to discard the evaluation of solutions that are not likely to provide high quality function values. This makes the algorithm suitable for the optimization of computationally costly problems, as is illustrated in its application to two benchmark problems and its comparison with other algorithms | Descripción: | 16 páginas, 6 figuras, 3 tablas.-- The final publication is available at www.springerlink.com | Versión del editor: | http://dx.doi.org/10.1007/s10898-007-9172-y | URI: | http://hdl.handle.net/10261/49183 | DOI: | 10.1007/s10898-007-9172-y | ISSN: | 0925-5001 | E-ISSN: | 1573-2916 |
Aparece en las colecciones: | (IIM) Artículos |
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Egea-et-al_REVISED_submited-to-JOGO.pdf | 284,12 kB | Adobe PDF | Visualizar/Abrir |
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