Constrained Multi-global Optimization using a Penalty Stretched Simulated Annealing Framework
نویسنده
چکیده
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.
منابع مشابه
Global Optimization Method for Design Problems
Article history: Received: 13.2.2015. Received in revised form: 24.3.2015. Accepted: 27.3.2015. In structural design optimization method, numerical techniques are increasingly used. In typical structural optimization problems there may be many locally minimum configurations. For that reason, the application of a global method, which may escape from the locally minimum points, remains essential....
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