Constrained multi-global optimization using a penalty stretched simulated annealing framework
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 thro...
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| Format: | conferenceObject |
| Language: | eng |
| Published: |
2010
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| Online Access: | http://hdl.handle.net/10198/1613 |
| Country: | Portugal |
| Oai: | oai:bibliotecadigital.ipb.pt:10198/1613 |
| Summary: | 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. |
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