Simplified tabu search with random-based searches for bound constrained global optimization

This paper proposes a simplified version of the tabu search algorithm that solely uses randomly generated direction vectors in the exploration and intensification search procedures, in order to define a set of trial points while searching in the neighborhood of a given point. In the diversification procedure, points that are inside any already visited region with a relative small visited frequency may be accepted, apart from those that are outside the visited regions. The produced numerical results show the robustness of the proposed method. Its efficiency when compared to other known metaheuristics available in the literature is encouraging.FCT - Fundação para a Ciência e a Tecnologia(UIDB/00013/2020); FCT – Fundação para a Ciência e Tecnologia within the R&D Units Project Scope: UIDB/00319/2020, UIDB/00013/2020 and UIDP/00013/2020 of CMAT-UM

Testing Nelder-Mead based repulsion algorithms for multiple roots of nonlinear systems via a two-level factorial design of experiments

This paper addresses the challenging task of computing multiple roots of a system of nonlinear equations. A repulsion algorithm that invokes the Nelder-Mead (N-M) local search method and uses a penalty-type merit function based on the error function, known as 'erf', is presented. In the N-M algorithm context, different strategies are proposed to enhance the quality of the solutions and improve the overall efficiency. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm.Fundação para a Ciência e Tecnologia (FCT