On the mixed integer randomized pattern search algorithm
نویسندگان
چکیده
منابع مشابه
On the Convergence of Mixed Integer Pattern Search Algorithms
The deenition of pattern search methods for solving nonlinear uncon-strained optimization problems is generalized here to include integer variables. We present a generalized pattern search algorithm that provides an accumulation point having a null gradient with respect to the continuous variable and being a local minimizer with respect to the discrete variables. This point is the limit of a su...
متن کاملOptimization of Mixed-Integer Non-Linear Electricity Generation Expansion Planning Problem Based on Newly Improved Gravitational Search Algorithm
Electricity demand is forecasted to double in 2035, and it is vital to address the economicsof electrical energy generation for planning purposes. This study aims to examine the applicability ofGravitational Search Algorithm (GSA) and the newly improved GSA (IGSA) for optimization of themixed-integer non-linear electricity generation expansion planning (GEP) problem. The performanceindex of GEP...
متن کاملAlternating criteria search: a parallel large neighborhood search algorithm for mixed integer programs
We present a parallel large neighborhood search framework for finding high quality primal solutions for generic Mixed Integer Programs (MIPs). The approach simultaneously solves a large number of sub-MIPs with the dual objective of reducing infeasibility and optimizing with respect to the original objective. Both goals are achieved by solving restricted versions of two auxiliary MIPs, where sub...
متن کاملTabu Search for Mixed Integer Programming
This paper introduces tabu search for the solution of general linear integer problems. Search is done on integer variables; if there are continuous variables, their corresponding value is determined through the solution of a linear program, which is also used to evaluate the integer solution. The complete tabu search procedure includes an intensification and diversification procedure, whose eff...
متن کاملParametric tabu-search for mixed integer programs
Aparametric form of tabu-search is proposed for solvingmixed integer programming (MIP) problems that creates and solves a series of linear programming (LP) problems embodying branching inequalities as weighted terms in the objective function. The approach extends and modifies a parametric branch and bound procedure of Glover [Parametic branch and bound. OMEGA, The International Journal of Manag...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Revista de la Unión Matemática Argentina
سال: 2019
ISSN: 1669-9637,0041-6932
DOI: 10.33044/revuma.v60n2a14