Combining interval branch and bound and stochastic search

DOI10.1155/2014/861765MaRDI QIDQ1725151zbMATH OpenOpenAlexWikidataFDO

Authors Dhiranuch Bunnag

Publication date 14 February 2019

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/861765

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Review text

Summary: This paper presents global optimization algorithms that incorporate the idea of an interval branch and bound and the stochastic search algorithms. Two algorithms for unconstrained problems are proposed, the hybrid interval simulated annealing and the combined interval branch and bound and genetic algorithm. The numerical experiment shows better results compared to Hansen's algorithm and simulated annealing in terms of the storage, speed, and number of function evaluations. The convergence proof is described. Moreover, the idea of both algorithms suggests a structure for an integrated interval branch and bound and genetic algorithm for constrained problems in which the algorithm is described and tested. The aim is to capture one of the solutions with higher accuracy and lower cost. The results show better quality of the solutions with less number of function evaluations compared with the traditional GA.

Recommendations

• Interval branch-and-bound algorithms for optimization and constraint satisfaction: a survey and prospects
• An interval branch and bound algorithm for bound constrained optimization problems
• Integrating interval estimates of global optima and local search methods for combinatorial optimization problems
• Stochastic Modeling of Branch-and-Bound Algorithms with Best-First Search
• A branch and bound method for stochastic integer problems under probabilistic constraints
• A branch and bound method for stochastic global optimization
• A finite branch-and-bound algorithm for two-stage stochastic integer programs
• Stochastic search algorithm with an application to multidimensional integration
• Branch and bound methods for a search problem

Cites work

• A collection of test problems for constrained global optimization algorithms
• A fast memoryless interval-based algorithm for global optimization
• A heuristic rejection criterion in interval global optimization algorithms
• A new hybrid genetic algorithm for global optimization
• scientific article; zbMATH DE number 41891 (Why is no real title available?)
• scientific article; zbMATH DE number 193463 (Why is no real title available?)
• scientific article; zbMATH DE number 702365 (Why is no real title available?)
• Interval branch and bound with local sampling for constrained global optimization
• Multisection in interval branch-and-bound methods for global optimization. I: Theoretical results
• Multisection in interval branch-and-bound methods for global optimization. II: Numerical tests
• On constrained optimization by interval arithmetic and interval order relations
• Optimal multisections in interval branch-and-bound methods of global optimization

Cited in

(3)

• Integrated intelligent algorithms for global optimization
• A unification of the stochastic and interval approaches for solution of the global optimization problem for a function
• A metaheuristic methodology based on the limitation of the memory of interval branch and bound algorithms

Describes a project that uses

Uses Software

• Genocop

This page was built for publication: Combining interval branch and bound and stochastic search

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1725151)