A new algorithm for identifying all global maximizers based on simulated annealing

• Main Author: Pereira, Ana I. P. N.
• Publication Date: 2005
• Other Authors: Fernandes, Edite Manuela da G. P.
• Language: eng
• Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
• Download full: http://hdl.handle.net/1822/5417
• topic: Global optimization; Simulated annealing; Function stretching technique; Multi-global optimization

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.