Modified random-to-pattern search algorithm (mrps) for global ptimization

Abstract

An improved computer code, MRPS, for solving global optimization problems is presented. In this code, the salient features of random-to-pattern search algorithm proposed by Heydweiller et al. [6] and controlled random search algorithm (CRS2) of Price [13] are suitably incorporated. The performance of MRPS was tested with nine constrained problems, reported in the literature. The results obtained clearly indicate the efficiency and reliability of the proposed code in achieving the global optimum.

Keywords:

• Nonlinear programming
• global optimization
• random search techniques
• pattern search
• computational algorithm

C.R.Categories:

• G.1.6 optimization

^*To Whom correspondence should be addressed.

^*To Whom correspondence should be addressed.

Notes

^*To Whom correspondence should be addressed.