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Please use this identifier to cite or link to this item: http://hdl.handle.net/10198/1632

Título: A new algorithm to identify all global maximizers based on simulated annealing
Autor: Pereira, Ana I.
Fernandes, Edite M.G.P.
Palavras-chave: Global optimization
Simulated annealing
Multiglobal optimization
Issue Date: 2005
Citação: Pereira, Ana I.; Fernandes, Edite M.G.P. (2005) - A new algorithm to identify all global maximizers based on simulated annealing. In Proceedings do 6th. World Congress of Structural and Multidisciplinary Optimization, J. Herskowitz, S. Mazorche e A. Canelas (eds.)
Resumo: In this work we consider the problem of finding all the global maximizers of a given nonlinear optimization problem. We propose a new algorithm that combines the simulated annealing (SA) method with a function stretching technique, to generate a sequence of global maximization problems that are defined whenever a new maximizer is identified. To find the global maximizers, we apply the SA algorithm to the sequence of maximization problems. Results of numerical experiments with a set of well-known test problems show that the proposed method is effective. We also compare the performance of our algorithm with other multi-global optimizers.
URI: http://hdl.handle.net/10198/1632
ISSN: 85-285-0070-5
Appears in Collections:DEMAT - Artigos em Proceedings Não Indexados ao ISI

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