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Heuristic Pattern Search for Bound Constrained Minimax Problems

  • Isabel A. C. P. Espírito Santo
  • Edite M. G. P. Fernandes
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6784)

Abstract

This paper presents a pattern search algorithm and its hybridization with a random descent search for solving bound constrained minimax problems. The herein proposed heuristic pattern search method combines the Hooke and Jeeves (HJ) pattern and exploratory moves with a randomly generated approximate descent direction. Two versions of the heuristic algorithm have been applied to several benchmark minimax problems and compared with the original HJ pattern search algorithm.

Keywords

Minimax problems Hooke and Jeeves heuristic pattern search hybridization random descent search 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Isabel A. C. P. Espírito Santo
    • 1
  • Edite M. G. P. Fernandes
    • 1
  1. 1.Algoritmi R & D CentreUniversity of MinhoBragaPortugal

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