| 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.