A framework for derivative free algorithm hybridization

Autor: Angulo Sanchez-Herrera, Eusebio, Garcia Rodenas, Ricardo, Espinosa Aranda, Jose Luis
Rok vydání: 2013
Předmět:
Zdroj: RUIdeRA. Repositorio Institucional de la UCLM
instname
RUIdeRA: Repositorio Institucional de la UCLM
Universidad de Castilla-La Mancha
Popis: Column generation is a basic tool for the solution of largescale mathematical programming problems. We present a class of column generation algorithms in which the columns are generated by derivative free algorithms, like population-based algorithms. This class can be viewed as a framework to define hybridization of free derivative algorithms. This framework has been illustrated in this article using the Simulated Annealing (SA) and Particle Swarm Optimization (PSO) algorithms, combining them with the Nelder-Mead (NM) method. Finally a set of computational experiments has been carried out to illustrate the potential of this framework.
Databáze: OpenAIRE