Modified movement force vector in an electromagnetism-like mechanism for global optimization

Abstract

This paper presents an algorithm for solving global optimization problems with bounded variables. The algorithm is a modification of the electromagnetism-like mechanism proposed by Birbil and Fang [An electromagnetism-like mechanism for global optimization, J. Global Optim. 25 (2003), pp. 263–282]. The differences are mainly on the local search procedure and on the force vector used to move each point in the population. Several widely-used benchmark problems were solved in a performance evaluation of the new algorithm when compared with the original one. A comparison with other stochastic methods is also included. The algorithm seems appropriate for large dimension problems.

Keywords:

• global optimization
• electromagnetism-like algorithm
• pattern search method
• performance profile

AMS Subject Classification :

• 90C30
• 90C56

Acknowledgements

The authors are grateful to the two anonymous referees for their valuable suggestions.