A new algorithm to identify all global maximizers based on simulated annealing

Detalhes bibliográficos
Autor(a) principal: Pereira, Ana I.
Data de Publicação: 2005
Outros Autores: Fernandes, Edite M.G.P.
Idioma: eng
Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Texto Completo: http://hdl.handle.net/10198/1632
Resumo: In this work we consider the problem of finding all the global maximizers of a given nonlinear optimization problem. We propose a new algorithm that combines the simulated annealing (SA) method with a function stretching technique, to generate a sequence of global maximization problems that are defined whenever a new maximizer is identified. To find the global maximizers, we apply the SA algorithm to the sequence of maximization problems. Results of numerical experiments with a set of well-known test problems show that the proposed method is effective. We also compare the performance of our algorithm with other multi-global optimizers.
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spelling A new algorithm to identify all global maximizers based on simulated annealingGlobal optimizationSimulated annealingMultiglobal optimizationIn this work we consider the problem of finding all the global maximizers of a given nonlinear optimization problem. We propose a new algorithm that combines the simulated annealing (SA) method with a function stretching technique, to generate a sequence of global maximization problems that are defined whenever a new maximizer is identified. To find the global maximizers, we apply the SA algorithm to the sequence of maximization problems. Results of numerical experiments with a set of well-known test problems show that the proposed method is effective. We also compare the performance of our algorithm with other multi-global optimizers.Work partially supported by FCT grant POCTI/MAT/58957/2004.Biblioteca Digital do IPBPereira, Ana I.Fernandes, Edite M.G.P.2010-01-31T23:09:02Z20052005-01-01T00:00:00Zconference objectinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/10198/1632engPereira, Ana I.; Fernandes, Edite M.G.P. (2005). A new algorithm to identify all global maximizers based on simulated annealing. In Proceedings do 6th World Congress of Structural and Multidisciplinary Optimization, J. Herskowitz, S. Mazorche e A. Canelas (eds.). Rio de Janeiro85-285-0070-5info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-02-25T11:55:33Zoai:bibliotecadigital.ipb.pt:10198/1632Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T11:17:08.351382Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv A new algorithm to identify all global maximizers based on simulated annealing
title A new algorithm to identify all global maximizers based on simulated annealing
spellingShingle A new algorithm to identify all global maximizers based on simulated annealing
Pereira, Ana I.
Global optimization
Simulated annealing
Multiglobal optimization
title_short A new algorithm to identify all global maximizers based on simulated annealing
title_full A new algorithm to identify all global maximizers based on simulated annealing
title_fullStr A new algorithm to identify all global maximizers based on simulated annealing
title_full_unstemmed A new algorithm to identify all global maximizers based on simulated annealing
title_sort A new algorithm to identify all global maximizers based on simulated annealing
author Pereira, Ana I.
author_facet Pereira, Ana I.
Fernandes, Edite M.G.P.
author_role author
author2 Fernandes, Edite M.G.P.
author2_role author
dc.contributor.none.fl_str_mv Biblioteca Digital do IPB
dc.contributor.author.fl_str_mv Pereira, Ana I.
Fernandes, Edite M.G.P.
dc.subject.por.fl_str_mv Global optimization
Simulated annealing
Multiglobal optimization
topic Global optimization
Simulated annealing
Multiglobal optimization
description In this work we consider the problem of finding all the global maximizers of a given nonlinear optimization problem. We propose a new algorithm that combines the simulated annealing (SA) method with a function stretching technique, to generate a sequence of global maximization problems that are defined whenever a new maximizer is identified. To find the global maximizers, we apply the SA algorithm to the sequence of maximization problems. Results of numerical experiments with a set of well-known test problems show that the proposed method is effective. We also compare the performance of our algorithm with other multi-global optimizers.
publishDate 2005
dc.date.none.fl_str_mv 2005
2005-01-01T00:00:00Z
2010-01-31T23:09:02Z
dc.type.driver.fl_str_mv conference object
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10198/1632
url http://hdl.handle.net/10198/1632
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Pereira, Ana I.; Fernandes, Edite M.G.P. (2005). A new algorithm to identify all global maximizers based on simulated annealing. In Proceedings do 6th World Congress of Structural and Multidisciplinary Optimization, J. Herskowitz, S. Mazorche e A. Canelas (eds.). Rio de Janeiro
85-285-0070-5
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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