Tabu Search directed by direct search methods for nonlinear global optimization

Tabu Search directed by direct search methods for nonlinear global optimization

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Article ID: iaor2007439
Country: Netherlands
Volume: 170
Issue: 2
Start Page Number: 329
End Page Number: 349
Publication Date: Apr 2006
Journal: European Journal of Operational Research
Authors: ,
Keywords: heuristics: tabu search, heuristics
Abstract:

In recent years, there has been a great deal of interest in metaheuristics in the optimization community. Tabu Search (TS) represents a popular class of metaheuristics. However, compared with other metaheuristics like genetic algorithm and simulated annealing, contributions of TS that deals with continuous problems are still very limited. In this paper, we introduce a continuous TS called Directed Tabu Search (DTS) method. In the DTS method, direct-search-based strategies are used to direct a tabu search. These strategies are based on the well-known Nelder–Mead method and a new pattern search procedure called adaptive pattern search. Moreover, we introduce a new tabu list conception with anti-cycling rules called Tabu Regions and Semi-Tabu Regions. In addition, Diversification and Intensification Search schemes are employed. Numerical results show that the proposed method is promising and produces high quality solutions.

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