Biblioteca Digital do Instituto Politécnico de Bragança   Instituto Politécnico de Bragança

Biblioteca Digital do IPB >
Escola Superior de Tecnologia e Gestão >
Matemática >
DEMAT - Resumos em Proceedings Não Indexados ao ISI/Scopus >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10198/4734

Título: A new algorithm to identify all global maximizers based on simulated annealing
Autor: Pereira, Ana I.
Fernandes, Edite M.G.P.
Palavras-chave: Multi-global optimization
Simulated annealing
Issue Date: 2005
Editora: International Society for Structural and Multidisciplinary Optimization
Citação: Pereira, Ana I.; Fernandes, Edite M.G.P. (2005) - A new algorithm to identify all global maximizers based on simulated annealing. In the 6th World Congress on Structural and Multidisciplinary Optimization. Rio de Janeiro - Brazil.
Resumo: In this paper we consider the problem of finding all the global maximizers of a given nonlinear optimization problem. This type of problem appears, for example, in the phase-shift analysis of experimental data on scattering in nuclear and elementary particle physics and in a local reduction method for solving semi-infinite programming problems. The simulated annealing (SA) method is a stochastic method and it is well documented in the literature. Its most important property, as a global optimizer, is that asymptotic convergence to a global solution can be proven. However, in general, the SA algorithm finds just one global optimum. The function stretching technique carries out a two-step transformation of the objective function aiming to eliminate local optima while preserving the global ones. We propose a new algorithm which combines the SA algorithm with a function stretching, to generate a sequence of nonlinear maximization problems that are defined whenever a new maximizer is identified. To find all global maximizers, we apply the SA algorithm to this sequence of maximization problems. Results of numerical experiments with a set of well-known test problems in the global optimization literature show that the proposed method is effective. We also compare the performance of our algorithm with other multi-local solvers.
Arbitragem científica: yes
URI: http://hdl.handle.net/10198/4734
Appears in Collections:DEMAT - Resumos em Proceedings Não Indexados ao ISI/Scopus

Files in This Item:

File Description SizeFormat
Resumo_WCSM2006.pdf595,35 kBAdobe PDFView/Open

Please give feedback about this item
Statistics
FacebookTwitterDeliciousLinkedInDiggGoogle BookmarksMySpace
Formato BibTex MendeleyEndnote Logotipo do DeGóis 

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

 


© Instituto Politécnico de Bragança - Biblioteca Digital - Feedback - Statistics
Promotores do RCAAP   Financiadores do RCAAP

Fundação para a Ciência e a Tecnologia Universidade do Minho   Governo Português Ministério da Educação e Ciência PO Sociedade do Conhecimento (POSC) Portal oficial da União Europeia