Multiobjective interacting particle algorithm for global optimization

DOI10.1287/IJOC.2013.0580MaRDI QIDQ2940537zbMATH OpenOpenAlexFDO

Authors Huseyin Onur Mete, Zelda B. Zabinsky

Publication date 27 January 2015

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2013.0580

zbMATH Keywords

efficient frontierglobal optimizationMarkov chain Monte Carlo samplingmultiobjective optimizationPareto optimalityPattern Hit-and-Runpopulation-based algorithmsrandom search algorithmssimulated annealing

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Evolutionary Multi-Criterion Optimization
• Heuristics for cardinality constrained portfolio optimization
• Hit-and-Run from a Corner
• Hit-and-run mixes fast
• scientific article; zbMATH DE number 2106098 (Why is no real title available?)
• Meta-control of an interacting-particle algorithm for global optimization
• MOSA method: a tool for solving multiobjective combinatorial optimization problems
• Multi-objective optimization using evolutionary algorithms
• On Finding the Maxima of a Set of Vectors
• On the Convergence and Applications of Generalized Simulated Annealing
• Pareto simulated annealing—a metaheuristic technique for multiple‐objective combinatorial optimization
• Pattern discrete and mixed hit-and-run for global optimization
• Pattern hit-and-run for sampling efficiently on polytopes
• Simulated annealing in convex bodies and an \(O^{*}(n^{4}\)) volume algorithm
• The interacting-particle algorithm with dynamic heating and cooling

Cited in

(5)

• Domination Measure: A New Metric for Solving Multiobjective Optimization
• On asymptotic property of multivariant optimization algorithm
• Single Observation Adaptive Search for Continuous Simulation Optimization
• Meta-control of an interacting-particle algorithm for global optimization
• Space mapping-based optimization with the macroscopic limit of interacting particle systems

Describes a project that uses

Uses Software

• jMetal

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