A controlled random search technique incorporating the simulated annealing concept for solving integer and mixed integer global optimization problems

A controlled random search technique incorporating the simulated annealing concept for solving integer and mixed integer global optimization problems

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Article ID: iaor20003742
Country: Netherlands
Volume: 14
Issue: 1
Start Page Number: 103
End Page Number: 132
Publication Date: Jul 1999
Journal: Computational Optimization and Applications
Authors: ,
Keywords: optimization: simulated annealing, computational analysis
Abstract:

In this paper, a computational algorithm, named RST2ANU algorithm, has been developed for solving integer and mixed integer global optimization problems. This algorithm, which primarily is based on the original controlled random search approach of Price [22i], incorporates a simulated annealing type acceptance criterion in its working so that not only downhill moves but also occasional uphill moves can be accepted. In its working it employs a special truncation procedure which not only ensures that the integer restructions imposed on the decision variables are satisfied, but also creates greater possibilities for the search leading to a global optimal solution. The reliability and efficiency of the proposed RST2ANU algorithm has been demonstrated on thirty integer and mixed integer optimization problems taken from the literature. The performance of the algorithm has been compared with the performance of the corresponding purely controlled random search based algorithm as well as the standard simulated annealing algorithm. The performance of the method on mathematical models of three realistic problems has also been demonstrated.

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