A stretched simulated annealing algorithm for locating all global maximizers

Pereira, Ana I.; Fernandes, Edite M.G.P.

http://hdl.handle.net/10198/1631

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Authors

Pereira, Ana I.

Fernandes, Edite M.G.P.

Abstract(s)

In this work we consider the problem of finding all the global maximizers of a given multimodal optimization problem. We propose a new algorithm that combines the simulated annealing (SA) method with a function stretching technique to generate a sequence of global maximization problems that are defined whenever a new maximizer is identified. Each global maximizer is located through a variant of the SA algorithm. Results of numerical experiments with a set of well-known test problems show that the proposed method is effective. We also compare the performance of our algorithm with other multi-global optimizers.

Description

Work partially supported by FCT grant POCTI/MAT/58957/2004.

Keywords

Global optimization Simulated annealing Multimodal optimization

URI

http://hdl.handle.net/10198/1631

Citation

Pereira, Ana I.; Fernandes, Edite M.G.P. (2006). A stretched simulated annealing algorithm for locating all global maximizers. In Proceedings of 2006 Conference on Computational and Mathematical Methods on Science and Engineering, R. Criado, D. Estep, M.A. Pérez Garcia e J. Vigo-Aguiar (Eds.), Volume II (2006), p.520-542.