Speeding up continuous GRASP

European Journal of Operational Research

Volumn 205, Issue 3, 2010, Pages 507-521

  Hirsch, M J ^a   Pardalos, P M ^b   Resende, M G C ^c  

^a Raytheon Inc   (United States)

^b J Crayton Pruitt Family Department of Biomedical Engineering   (United States)

^c AT AND T LABS RESEARCH   (United States)

Author keywords

Continuous GRASP; Continuous optimization; Global optimization; GRASP; Heuristic; Multimodal functions; Nonlinear programming; Stochastic algorithm; Stochastic local search

Indexed keywords

CONTINUOUS GRASP; CONTINUOUS OPTIMIZATION; MULTI MODAL FUNCTION; STOCHASTIC ALGORITHMS; STOCHASTIC LOCAL SEARCHES;

DYNAMIC PROGRAMMING; GLOBAL OPTIMIZATION; HEURISTIC METHODS; HEURISTIC PROGRAMMING; STOCHASTIC SYSTEMS;

OPTIMIZATION;

EID: 77649340399     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.02.009     Document Type: Article

References (24)

1. Dorea C.C.Y. Stopping rules for a random optimization method. SIAM Journal on Control and Optimization 28 4 (1990) 841-850
2. Feo T.A., and Resende M.G.C. A probabilistic heuristic for a computationally difficult set covering problem. Operations Research Letters 8 (1989) 67-71
3. Feo T.A., and Resende M.G.C. Greedy randomized adaptive search procedures. Journal of Global Optimization 6 (1995) 109-133
4. Festa P., and Resende M.G.C. GRASP: An annotated bibliography. In: Ribeiro C.C., and Hansen P. (Eds). Essays and Surveys in Metaheuristics (2002), Kluwer Academic Publishers 325-367
5. Floudas C.A., and Pardalos P.M. A collection of test problems for constrained global optimization algorithms. In: Goods G., and Hartmanis J. (Eds). Lecture Notes in Computer Science Vol. 455 (1990), Springer-Verlag, Berlin
6. Hart W.E. Sequential stopping rules for random optimization methods with application to multi-start local search. SIAM Journal of Optimization 9 1 (1998) 270-290
7. Hedar A.R., and Fukushima M. Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Optimization Methods and Software 17 (2002) 891-912
8. Hedar A.R., and Fukushima M. Minimizing multimodal functions by simplex coding genetic algorithms. Optimization Methods and Software 18 (2003) 265-282
9. Hedar A.R., and Fukushima M. Tabu search directed by direct search methods for nonlinear global optimization. European Journal of Operational Research 170 (2006) 329-349
10. Hirsch, M.J. 2006. GRASP-based heuristics for continuous global optimization problems. PhD Thesis, University of Florida, December.
11. Hirsch, M.J., Pardalos, P.M., Resende, M.G.C., 2006. Sensor registration in a sensor network by continuous GRASP. In: Proceedings of the Military Communications Conference.
12. Hirsch, M.J., Meneses, C.N., Pardalos, P.M., Ragle, M.A., Resende, M.G.C., 2007. A continuous GRASP to determine the relationship between drugs and adverse reactions. In: Seref, O., Kundakcioglu, O.E., Pardalos, P.M. (Eds.), Data Mining, Systems Analysis, and Optimization in Biomedicine, vol. 953, American Institute of Physics, pp. 106-121.
13. Hirsch M.J., Meneses C.N., Pardalos P.M., and Resende M.G.C. Global optimization by continuous GRASP. Optimization Letters 1 2 (2007) 201-212
14. Hirsch, M.J., Ortiz-Pena, H., Sapankevych, N., Neese, R., 2007c. Efficient Flight Formation for Tracking of a Ground Target. In: Proceedings of the National Fire Control Symposium, San Diego, CA.
15. Hirsch M.J., Ortiz-Pena H., and Eck C. UAV cooperative control for tracking of moving ground targets (2008)
16. Hirsch M.J., Pardalos P.M., and Resende M.G.C. Solving systems of nonlinear equations using continuous GRASP. Nonlinear Analysis: Real World Applications 10 4 (2009) 2000-2006
17. Laguna M., and Martí R. Experimental testing of advanced scatter search designs for global optimization of multimodal functions. Journal of Global Optimization 33 (2005) 235-255
18. Matsumoto M., and Nishimura T. Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator. ACM Transactions on Modeling and Computer Simulation 8 1 (1998) 3-30
19. Michalewicz Z., and Fogel D.B. How to Solve it: Modern Heuristics. second ed. (2004), Springer Verlag, Berlin
20. Michalewicz, Z., Nazhiyath, G., 1995. Genocop III: A co-evolutionary algorithm for numerical optimization problems with nonlinear constraints. In: Proceedings of the 2nd IEEE ICEC, Perth, Australia.
21. In: Pardalos P.M., and Resende M.G.C. (Eds). Handbook of Applied Optimization (2002), Oxford University Press, New York
22. Resende M.G.C., and Ribeiro C.C. Greedy randomized adaptive search procedures. In: Glover F., and Kochenberger G. (Eds). Handbook of Metaheuristics (2003), Kluwer Academic Publishers. 219-249
23. Siarry P., Berthiau G., Durbin F., and Haussy J. Enhanced simulated annealing for globally minimizing functions of many continuous variables. ACM Transactions on Mathematical Software 23 2 (1997) 209-228
24. Suganthan, P.N., Hansen, N., Liang, J.J., Deb, K., Chen, Y.P., Auger, A., Tiwari, S., 2005. Problem definitions and evaluation criteria for the CEC 2005 special session on real-parameter optimization. Technical Report.