We suggest new heuristic for solving unconstrained continuous optimization problems. It is based on generalized version of the variable neighborhood search metaheuristic. Different neighborhoods and distributions, induced from different metrics are ranked and used to get random points in the shaking step. We also propose VNS for solving constrained optimization problems. Constraints are handled using exterior point penalty functions within an algorithm that combines sequential and exact penalty transformations. Extensive computer analysis that includes comparison with genetic algorithm and some other approaches on standard test functions are given. With our approach we obtain encouraging results.
Paru en juillet 2006 , 22 pages