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: | Romeijn H.E., Zabinsky Z.B., Graesser D.L., Neogi S. |
Keywords: | programming: integer |
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.