Journal
JOURNAL OF GLOBAL OPTIMIZATION
Volume 41, Issue 2, Pages 299-318Publisher
SPRINGER
DOI: 10.1007/s10898-007-9234-1
Keywords
nonsmooth optimization; mesh adaptive direct search; generalized pattern search; variable neighborhood search
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This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm, which extends the Generalized Pattern Search (GPS) algorithm, with the Variable Neighborhood Search (VNS) metaheuristic, for nonsmooth constrained optimization. The resulting algorithm retains the convergence properties of MADS, and allows the far reaching exploration features of VNS to move away from local solutions. The paper also proposes a generic way to use surrogate functions in the VNS search. Numerical results illustrate advantages and limitations of this method.
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