Hooke and Jeeves based multilevel coordinate search to globally solving nonsmooth problems

By Costa, M.F.P.; Rocha, A.M.A.C.; Fernandes, E.M.G.P.

AIP Conference Proceedings

2013

Abstract

In this paper, we present a derivative-free multilevel coordinate search (MCS) approach, that relies on the Hooke and Jeeves local search, for globally solving bound constrained optimization problems. Numerical experiments show that the proposed algorithm is effective in solving benchmark problems, when compared with the well-known solvers MCS and DIRECT.

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