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

Bibliographic Details
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
Summary: 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 for identifying all global maximizers based on simulated annealingGlobal optimizationSimulated annealingFunction stretching techniqueMulti-global 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.International Society for Structural and Multidisciplinary Optimization (ISSMO)Universidade do MinhoPereira, Ana I. P. N.Fernandes, Edite Manuela da G. P.2005-052005-05-01T00:00:00Zconference paperinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/1822/5417engHERSKOWITZ, José; MAZORCHE, Sandro; CANELAS, Alfredo, ed. lit. – “World Congress on Structural and Multidisciplinary Optimization, 6, Rio de Janeiro, Brasil, 2005 : proceedings” [CD-ROM]. [S.l.]: International Society for Structural and Multidisciplinary Optimization, 2005. ISBN 85-285-0070-5.85-285-0070-5info: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:RCAAP2024-05-11T07:13:11Zoai:repositorium.sdum.uminho.pt:1822/5417Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T16:19:30.975750Repositórios 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 for identifying all global maximizers based on simulated annealing
title A new algorithm for identifying all global maximizers based on simulated annealing
spellingShingle A new algorithm for identifying all global maximizers based on simulated annealing
Pereira, Ana I. P. N.
Global optimization
Simulated annealing
Function stretching technique
Multi-global optimization
title_short A new algorithm for identifying all global maximizers based on simulated annealing
title_full A new algorithm for identifying all global maximizers based on simulated annealing
title_fullStr A new algorithm for identifying all global maximizers based on simulated annealing
title_full_unstemmed A new algorithm for identifying all global maximizers based on simulated annealing
title_sort A new algorithm for identifying all global maximizers based on simulated annealing
author Pereira, Ana I. P. N.
author_facet Pereira, Ana I. P. N.
Fernandes, Edite Manuela da G. P.
author_role author
author2 Fernandes, Edite Manuela da G. P.
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Pereira, Ana I. P. N.
Fernandes, Edite Manuela da G. P.
dc.subject.por.fl_str_mv Global optimization
Simulated annealing
Function stretching technique
Multi-global optimization
topic Global optimization
Simulated annealing
Function stretching technique
Multi-global 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 2005-05
2005-05-01T00:00:00Z
dc.type.driver.fl_str_mv conference paper
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/5417
url http://hdl.handle.net/1822/5417
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv HERSKOWITZ, José; MAZORCHE, Sandro; CANELAS, Alfredo, ed. lit. – “World Congress on Structural and Multidisciplinary Optimization, 6, Rio de Janeiro, Brasil, 2005 : proceedings” [CD-ROM]. [S.l.]: International Society for Structural and Multidisciplinary Optimization, 2005. ISBN 85-285-0070-5.
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.publisher.none.fl_str_mv International Society for Structural and Multidisciplinary Optimization (ISSMO)
publisher.none.fl_str_mv International Society for Structural and Multidisciplinary Optimization (ISSMO)
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
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collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
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