A simulated annealing driven multi-start algorithm for bound constrained global optimization

DOI10.1016/J.CAM.2009.11.013MaRDI QIDQ847248zbMATH OpenOpenAlexWikidataFDO

Authors M. Montaz Ali, M. N. Gabere

Publication date 12 February 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2009.11.013

zbMATH Keywords

simulated annealingconvergenceglobal optimizationnumerical resultsnumerical comparisonsdirect search methodsderivative-freemulti-start algorithmpattern searchmulti-level single linkagepositive spanning direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Combinatorial optimization (90C27) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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• Convergence of a simulated annealing algorithm for continuous global optimization.
• Convergence results for generalized pattern search algorithms are tight
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• Global optimization and simulated annealing
• Global optimization and stochastic differential equations
• Global optimization by controlled random search
• Improved particle swarm algorithms for global optimization
• Population set-based global optimization algorithms: some modifications and numerical studies
• Speeding up continuous GRASP
• Stochastic global optimization methods part I: Clustering methods
• Stochastic global optimization methods part II: Multi level methods

Cited in

(10)

• Controlling variability in split-merge systems and its impact on performance
• Advanced simulated annealing for solving constrained global optimization problems
• Derivative-free simulated annealing and deflecting function technique for global optimization
• scientific article; zbMATH DE number 2080323 (Why is no real title available?)
• Sequential virtual motion camouflage method for nonlinear constrained optimal trajectory control
• A derivative-free variant called DFSA of Dekkers and Aarts' continuous simulated annealing algorithm
• Computational Science – ICCS 2005
• Global optimization using a genetic algorithm with hierarchically structured population
• The combination stretching function technique with simulated annealing algorithm for global optimization
• Derivative-free filter simulated annealing method for constrained continuous global optimization

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