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Conference Papers Year : 2007

Improved scatter search for the global optimization of computationally expensive dynamic models

José Egea
  • Function : Author
Emmanuel Vazquez
Julio Banga
  • Function : Author
Rafael Marti
  • Function : Author

Abstract

A new algorithm for global optimization of costly nonlinear continuous problems is pre- sented in this paper. The algorithm is based on the scatter search metaheuristic, which has recently proved to be e±cient 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.
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Dates and versions

hal-00259278 , version 1 (27-02-2008)

Identifiers

  • HAL Id : hal-00259278 , version 1

Cite

José Egea, Emmanuel Vazquez, Julio Banga, Rafael Marti. Improved scatter search for the global optimization of computationally expensive dynamic models. Advances in Global Optimization : Method and Applications, 2007, Myconos, Greece. ⟨hal-00259278⟩
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