A stretched simulated annealing method to identify global solutions

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

http://hdl.handle.net/10198/4849

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Authors

Fernandes, Edite M.G.P.

Pereira, Ana I.

Abstract(s)

In this talk we consider the problem of finding all the global solutions of a nonlinear optimization problem. We propose a new algorithm that combines the simulated annealing method with a stretching function technique in order to generate a sequence of global optimization problems that are defined whenever a new global solution is identified. Computational experiments with a set of well-known test problems show that the proposed method is effective.

Keywords

Simulated annealing Global optimization

URI

http://hdl.handle.net/10198/4849

Citation

Fernandes, Edite M.G.P.; Pereira, Ana I. (2006). A stretched imulated annealing method to identify global solutions. In the Iberian Conference in Optimization. Coimbra - Portugal.