Constrained multi-global optimization using a penalty stretched simulated annealing framework

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

http://hdl.handle.net/10198/1613

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Authors

Pereira, Ana I.

Fernandes, Edite M.G.P.

Abstract(s)

This paper presents a new simulated annealing algorithm to solve constrained multi-global optimization problems. To compute all global solutions in a sequential manner, we combine the function stretching technique with the adaptive simulated annealing variant. Constraint-handling is carried out through a nondifferentiable penalty function. To benchmark our penalty stretched simulated annealing algorithm we solve a set of well-known problems. Our preliminary numerical results show that the algorithm is promising.

Keywords

Multi-global optimization Penalty function Simulated annealing

URI

http://hdl.handle.net/10198/1613

Citation

Pereira, Ana I.; Fernandes, Edite M.G.P. (2009). Constrained multi-global optimization using a penalty stretched simulated annealing framework. Numerical analysis and applied mathematics. Vol. 1168, p.1354-1357.