Improved scatter search for the global optimization of computationally expensive dynamic models

Abstract : A new algorithm for global optimization of costly nonlinear continuous problems is pre- sented in this paper. The algorithm is based on the scatter search metaheuristic, which has recently proved to be e±cient for solving combinatorial and nonlinear optimization problems. A kriging-based prediction method has been coupled to the main optimization routine in order to discard the evaluation of solutions that are not likely to provide high quality function values. This makes the algorithm suitable for the optimization of computationally costly problems, as is illustrated in its application to two benchmark problems and its comparison with other algorithms.
Document type :
Conference papers
Complete list of metadatas

https://hal-supelec.archives-ouvertes.fr/hal-00259278
Contributor : Karine El Rassi <>
Submitted on : Wednesday, February 27, 2008 - 1:59:29 PM
Last modification on : Thursday, March 29, 2018 - 11:06:03 AM

Identifiers

  • HAL Id : hal-00259278, version 1

Collections

Citation

José Egea, Emmanuel Vazquez, Julio Banga, Rafael Marti. Improved scatter search for the global optimization of computationally expensive dynamic models. Advances in Global Optimization : Method and Applications, 2007, Myconos, Greece. ⟨hal-00259278⟩

Share

Metrics

Record views

196