Groupe d’études et de recherche en analyse des décisions

G-2004-42

GLOB - A VNS-Based Software for Global Optimization

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We describe an application of Variable Neighbourhood Search (VNS)methodology to continuous global optimization problems with box constraints. A general VNS algorithm is implemented within the software package GLOB. The tests are performed on some standard test functions and on a class of NP–hard global optimization problems arising in practice. The computational results show the potential of the new software.

, 19 pages