1. An augmented Lagrangian fish swarm based method for global optimization
- Author
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Rocha, Ana Maria A.C., Martins, Tiago F.M.C., and Fernandes, Edite M.G.P.
- Subjects
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LAGRANGE equations , *MATHEMATICAL optimization , *STOCHASTIC analysis , *ALGORITHMS , *CONSTRAINED optimization , *PROBLEM solving , *STOCHASTIC convergence , *MATHEMATICAL functions - Abstract
Abstract: This paper presents an augmented Lagrangian methodology with a stochastic population based algorithm for solving nonlinear constrained global optimization problems. The method approximately solves a sequence of simple bound global optimization subproblems using a fish swarm intelligent algorithm. A stochastic convergence analysis of the fish swarm iterative process is included. Numerical results with a benchmark set of problems are shown, including a comparison with other stochastic-type algorithms. [Copyright &y& Elsevier]
- Published
- 2011
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