Publicação
Constrained multi-global optimization using a penalty stretched simulated annealing framework
| Resumo: | This paper presents a new simulated annealing algorithm to solve constrained multi-global optimization problems. To compute all global solutions in a sequential manner, we combine the function stretching technique with the adaptive simulated annealing variant. Constraint-handling is carried out through a nondifferentiable penalty function. To benchmark our penalty stretched simulated annealing algorithm we solve a set of well-known problems. Our preliminary numerical results show that the algorithm is promising. |
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| Autores principais: | Pereira, Ana I. P. N. |
| Outros Autores: | Fernandes, Edite Manuela da G. P. |
| Assunto: | Multi-global optimization Penalty function Simulated annealing |
| Ano: | 2009 |
| País: | Portugal |
| Tipo de documento: | comunicação em conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade do Minho |
| Idioma: | inglês |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | This paper presents a new simulated annealing algorithm to solve constrained multi-global optimization problems. To compute all global solutions in a sequential manner, we combine the function stretching technique with the adaptive simulated annealing variant. Constraint-handling is carried out through a nondifferentiable penalty function. To benchmark our penalty stretched simulated annealing algorithm we solve a set of well-known problems. Our preliminary numerical results show that the algorithm is promising. |
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