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Title: Constrained multi-global optimization using a penalty stretched simulated annealing framework
Authors: Pereira, Ana I.
Fernandes, Edite M.G.P.
Keywords: Multi-global optimization
Penalty function
Simulated annealing
Issue Date: 2009
Publisher: American Institute of Physics
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. Volume 1168 (2009), p.1354-1357.
Abstract: 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.
ISSN: 978-0-7354-0705-3
Appears in Collections:DEMAT - Publicações em Proceedings Indexadas ao ISI/Scopus

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