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|Title: ||A new algorithm to identify all global maximizers based on simulated annealing|
|Authors: ||Pereira, Ana I.|
Fernandes, Edite M.G.P.
|Keywords: ||Global optimization|
|Issue Date: ||2005|
|Citation: ||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.)|
|Abstract: ||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.|
|Appears in Collections:||DEMAT - Artigos em Proceedings Não Indexados ao ISI|
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