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Please use this identifier to cite or link to this item: http://hdl.handle.net/10198/1613

Título: Constrained multi-global optimization using a penalty stretched simulated annealing framework
Autor: Pereira, Ana I.
Fernandes, Edite M.G.P.
Palavras-chave: Multi-global optimization
Penalty function
Simulated annealing
Issue Date: 2009
Editora: American Institute of Physics
Citação: 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.
Resumo: 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.
URI: http://hdl.handle.net/10198/1613
ISSN: 978-0-7354-0705-3
Appears in Collections:DEMAT - Publicações em Proceedings Indexadas ao ISI

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