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Solving constrained multilocal optimization problems with parallel stretched simulated annealing

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Detalhes bibliográficos
Resumo:Constrained multilocal programming optimization problems may be solved by solving a sequence of unconstrained problems. In turn, those unconstrained problems may be solved using techniques like the Stretched Simulated Annealing (SSA) method. In order to increase the solving performance and make possible the discovery of new optima, parallel approaches to SSA have been devised, like Parallel Stretched Simulated Annealing (PSSA). Recently, Constrained PSSA (coPSSA) was also proposed, coupling the penalty method with PSSA, in order to solve constrained problems. In this work, coPSSA is explored to solve four test problems using the l 1 penalty function. The effect of the variation of the reduction factor parameter of the l 1 penalty function is also studied.
Autores principais:Pereira, Ana I.
Outros Autores:Rufino, José
Assunto:Parallel computing Unconstrained optimization
Ano:2015
País:Portugal
Tipo de documento:artigo
Tipo de acesso:acesso aberto
Instituição associada:Instituto Politécnico de Bragança
Idioma:inglês
Origem:Biblioteca Digital do IPB
Descrição
Resumo:Constrained multilocal programming optimization problems may be solved by solving a sequence of unconstrained problems. In turn, those unconstrained problems may be solved using techniques like the Stretched Simulated Annealing (SSA) method. In order to increase the solving performance and make possible the discovery of new optima, parallel approaches to SSA have been devised, like Parallel Stretched Simulated Annealing (PSSA). Recently, Constrained PSSA (coPSSA) was also proposed, coupling the penalty method with PSSA, in order to solve constrained problems. In this work, coPSSA is explored to solve four test problems using the l 1 penalty function. The effect of the variation of the reduction factor parameter of the l 1 penalty function is also studied.