PSSA : parallel stretched simulated annealing

Ribeiro, Tiago Filipe Rodrigues; Rufino, José; Pereira, Ana I.

http://hdl.handle.net/10198/8294

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Authors

Ribeiro, Tiago Filipe Rodrigues

Rufino, José

Pereira, Ana I.

Abstract(s)

We consider the problem of finding all the global (and some local) minimizers of a given nonlinear optimization function (a class of problems also known as multi-local programming problems), using a novel approach based on Parallel Computing. The approach, named Parallel Stretched Simulated Annealing (PSSA), combines simulated annealing with stretching function technique, in a parallel execution environment. Our PSSA software allows to increase the resolution of the search domains (thus facilitating the discovery of new solutions) while keeping the search time bounded. The software was tested with a set of well known problems and some numerical results are presented.

Keywords

Simulated annealing Nonlinear optimization Global optimization Parallel computing

URI

http://hdl.handle.net/10198/8294

Citation

Ribeiro, Tiago; Rufino, José; Pereira Ana I. (2011). PSSA : parallel stretched simulated annealing. In International Conference Numerical Analysis and Applied Mathematics. Halkidiki - Grécia. I-III (1389) p. 783-786. ISBN 978-0-7354-0956-9.