New reflection generator for simulated annealing in mixed-integer/continuous global optimization

New reflection generator for simulated annealing in mixed-integer/continuous global optimization

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Article ID: iaor2000450
Country: United States
Volume: 101
Issue: 2
Start Page Number: 403
End Page Number: 427
Publication Date: May 1999
Journal: Journal of Optimization Theory and Applications
Authors: , , ,
Keywords: programming: integer
Abstract:

To reduce the well-known jamming problem in global optimization algorithms, we propose a new generator for the simulated annealing algorithm based on the idea of reflection. Furthermore, we give conditions under which the sequence of points generated by this simulated annealing algorithm converges in probability to the global optimum for mixed-integer/continuous global optimization problems. Finally, we present numerical results on some artificial test problems as well as on a composite structural design problem.

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