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Speeding up continuous GRASP

Author

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  • Hirsch, M.J.
  • Pardalos, P.M.
  • Resende, M.G.C.

Abstract

Continuous GRASP (C-GRASP) is a stochastic local search metaheuristic for finding cost-efficient solutions to continuous global optimization problems subject to box constraints (Hirsch et al., 2007). Like a greedy randomized adaptive search procedure (GRASP), a C-GRASP is a multi-start procedure where a starting solution for local improvement is constructed in a greedy randomized fashion. In this paper, we describe several improvements that speed up the original C-GRASP and make it more robust. We compare the new C-GRASP with the original version as well as with other algorithms from the recent literature on a set of benchmark multimodal test functions whose global minima are known. Hart's sequential stopping rule (1998) is implemented and C-GRASP is shown to converge on all test problems.

Suggested Citation

  • Hirsch, M.J. & Pardalos, P.M. & Resende, M.G.C., 2010. "Speeding up continuous GRASP," European Journal of Operational Research, Elsevier, vol. 205(3), pages 507-521, September.
  • Handle: RePEc:eee:ejores:v:205:y:2010:i:3:p:507-521
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    References listed on IDEAS

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    1. Hedar, Abdel-Rahman & Fukushima, Masao, 2006. "Tabu Search directed by direct search methods for nonlinear global optimization," European Journal of Operational Research, Elsevier, vol. 170(2), pages 329-349, April.
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    Cited by:

    1. Kammerdiner, A.R. & Pasiliao, E.L., 2014. "In and out forests on combinatorial landscapes," European Journal of Operational Research, Elsevier, vol. 236(1), pages 78-84.
    2. Ivorra, Benjamin & Mohammadi, Bijan & Manuel Ramos, Angel, 2015. "A multi-layer line search method to improve the initialization of optimization algorithms," European Journal of Operational Research, Elsevier, vol. 247(3), pages 711-720.
    3. repec:spr:cejnor:v:25:y:2017:i:4:d:10.1007_s10100-017-0470-2 is not listed on IDEAS
    4. repec:spr:joheur:v:23:y:2017:i:6:d:10.1007_s10732-017-9351-z is not listed on IDEAS
    5. Morales-Enciso, Sergio & Branke, Juergen, 2015. "Tracking global optima in dynamic environments with efficient global optimization," European Journal of Operational Research, Elsevier, vol. 242(3), pages 744-755.

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