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A simulated annealing driven multi-start algorithm for bound constrained global optimization
- Source :
-
Journal of Computational & Applied Mathematics . Mar2010, Vol. 233 Issue 10, p2661-2674. 14p. - Publication Year :
- 2010
-
Abstract
- Abstract: A derivative-free simulated annealing driven multi-start algorithm for continuous global optimization is presented. We first propose a trial point generation scheme in continuous simulated annealing which eliminates the need for the gradient-based trial point generation. We then suitably embed the multi-start procedure within the simulated annealing algorithm. We modify the derivative-free pattern search method and use it as the local search in the multi-start procedure. We study the convergence properties of the algorithm and test its performance on a set of 50 problems. Numerical results are presented which show the robustness of the algorithm. Numerical comparisons with a gradient-based simulated annealing algorithm and three population-based global optimization algorithms show that the new algorithm could offer a reasonable alternative to many currently available global optimization algorithms, specially for problems requiring ‘direct search’ type algorithm. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 03770427
- Volume :
- 233
- Issue :
- 10
- Database :
- Academic Search Index
- Journal :
- Journal of Computational & Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 47459770
- Full Text :
- https://doi.org/10.1016/j.cam.2009.11.013