An improved stochastic local search method in a multistart framework

László Pál, T. Csendes

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

UNIRANDI is a stochastic type, direct search method, where in each step a line search is started from the current point along a good random direction. In this paper we consider an improved version of this local search algorithm. The new method alters the random directions with new directions that rely on information from the previous stages of the optimization process. The improved algorithm was tested in a simple multistart framework and also as part of the GLOBAL method. The new local search technique is empirically compared with the old one on a unimodal and a multimodal function testbed up to moderate size dimensions.

Original languageEnglish
Title of host publicationSACI 2015 - 10th Jubilee IEEE International Symposium on Applied Computational Intelligence and Informatics, Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages117-120
Number of pages4
ISBN (Print)9781479999118
DOIs
Publication statusPublished - Aug 17 2015
Event10th Jubilee IEEE International Symposium on Applied Computational Intelligence and Informatics, SACI 2015 - Timisoara
Duration: May 21 2015May 23 2015

Other

Other10th Jubilee IEEE International Symposium on Applied Computational Intelligence and Informatics, SACI 2015
CityTimisoara
Period5/21/155/23/15

Keywords

  • Benchmarking
  • Direct search
  • Local search
  • Multistart

ASJC Scopus subject areas

  • Artificial Intelligence
  • Computer Science Applications

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  • Cite this

    Pál, L., & Csendes, T. (2015). An improved stochastic local search method in a multistart framework. In SACI 2015 - 10th Jubilee IEEE International Symposium on Applied Computational Intelligence and Informatics, Proceedings (pp. 117-120). [7208182] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/SACI.2015.7208182