A Heuristic Algorithm Based on Line-up Competition and Generalized Pattern Search for Solving Integer and Mixed Integer Non-linear Optimization Problems

Abstract

Abstract The global optimization of integer and mixed integer non-linear problems has a lot of applications in engineering. In this paper a heuristic algorithm is developed using line-up competition and generalized pattern search to solve integer and mixed integer non-linear optimization problems subjected to various linear or nonlinear constraints. Due to its ability to find more than one local or global optimal points, the proposed algorithm is more beneficial for multi-modal problems. The performance of this algorithm is demonstrated through several non-convex integer and mixed integer optimization problems exhibiting good agreement with those reported in the literature. In addition, the convergence time is compared with LCAs' one demonstrating the efficiency and speed of the algorithm. Meanwhile, the constraints are satisfied after passing only a few iterations.

Keywords

• Global optimization
• integer optimization
• mixed integer optimization
• multi-modal problems
• constraint optimization