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Advisor(s)
Abstract(s)
In this work we consider the problem of finding all the global maximizers of a given nonlinear 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. To find the global maximizers, we apply the SA algorithm to the sequence of maximization problems. 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
Keywords
Global optimization Simulated annealing Multiglobal optimization
Citation
Pereira, Ana I.; Fernandes, Edite M.G.P. (2005). A new algorithm to identify all global maximizers based on simulated annealing. In Proceedings do 6th World Congress of Structural and Multidisciplinary Optimization, J. Herskowitz, S. Mazorche e A. Canelas (eds.). Rio de Janeiro