Bierlaire, M., Thémans, M., and Zufferey, N.

A heuristic for global nonlinear optimization

Speaker: Bierlaire Michel

S�minaire du Groupe de Recherche sur les Transports, FUNDP - Université de Namur

April 25, 2007

The proposed heuristic combines a variable neighborhood search (VNS) framework with a local search performed by a trust-region algorithm. The curvature of the function is exploited to generate the neighborhoods. Numerical results illustrate an excellent behavior of the method compared to recent heuristics proposed in the literature.