Article ID: | iaor20116553 |
Volume: | 235 |
Issue: | 16 |
Start Page Number: | 4611 |
End Page Number: | 4620 |
Publication Date: | Jun 2011 |
Journal: | Journal of Computational and Applied Mathematics |
Authors: | Rocha Ana Maria A C, Martins Tiago F M C, Fernandes Edite M G P |
Keywords: | heuristics, stochastic processes |
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.