Publication
A new algorithm to identify all global maximizers based on simulated annealing
| dc.contributor.author | Pereira, Ana I. | |
| dc.contributor.author | Fernandes, Edite M.G.P. | |
| dc.date.accessioned | 2011-05-30T16:05:05Z | |
| dc.date.available | 2011-05-30T16:05:05Z | |
| dc.date.issued | 2005 | |
| dc.description.abstract | In this paper we consider the problem of finding all the global maximizers of a given nonlinear optimization problem. This type of problem appears, for example, in the phase-shift analysis of experimental data on scattering in nuclear and elementary particle physics and in a local reduction method for solving semi-infinite programming problems. The simulated annealing (SA) method is a stochastic method and it is well documented in the literature. Its most important property, as a global optimizer, is that asymptotic convergence to a global solution can be proven. However, in general, the SA algorithm finds just one global optimum. The function stretching technique carries out a two-step transformation of the objective function aiming to eliminate local optima while preserving the global ones. We propose a new algorithm which combines the SA algorithm with a function stretching, to generate a sequence of nonlinear maximization problems that are defined whenever a new maximizer is identified. To find all global maximizers, we apply the SA algorithm to this sequence of maximization problems. Results of numerical experiments with a set of well-known test problems in the global optimization literature show that the proposed method is effective. We also compare the performance of our algorithm with other multi-local solvers. | por |
| dc.identifier.citation | Pereira, Ana I.; Fernandes, Edite M.G.P. (2005). A new algorithm to identify all global maximizers based on simulated annealing. In the 6th World Congress on Structural and Multidisciplinary Optimization. Rio de Janeiro - Brazil. | por |
| dc.identifier.uri | http://hdl.handle.net/10198/4734 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | International Society for Structural and Multidisciplinary Optimization | por |
| dc.subject | Multi-global optimization | por |
| dc.subject | Simulated annealing | por |
| dc.title | A new algorithm to identify all global maximizers based on simulated annealing | por |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Rio de Janeiro - Brazil | por |
| oaire.citation.title | 6th World Congress on Structural and Multidisciplinary Optimization | por |
| person.familyName | Pereira | |
| person.givenName | Ana I. | |
| person.identifier.ciencia-id | 0716-B7C2-93E4 | |
| person.identifier.orcid | 0000-0003-3803-2043 | |
| person.identifier.rid | F-3168-2010 | |
| person.identifier.scopus-author-id | 15071961600 | |
| rcaap.rights | openAccess | por |
| rcaap.type | conferenceObject | por |
| relation.isAuthorOfPublication | e9981d62-2a2b-4fef-b75e-c2a14b0e7846 | |
| relation.isAuthorOfPublication.latestForDiscovery | e9981d62-2a2b-4fef-b75e-c2a14b0e7846 |