A direct search variant of the simulated annealing algorithm for optimization involving continuous variables

A direct search variant of the simulated annealing algorithm for optimization involving continuous variables

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Article ID: iaor20022518
Country: United Kingdom
Volume: 29
Issue: 1
Start Page Number: 87
End Page Number: 102
Publication Date: Jan 2002
Journal: Computers and Operations Research
Authors: , ,
Keywords: heuristics
Abstract:

A memory-based simulated annealing algorithm is proposed which fundamentally differs from the previously developed simulated annealing algorithms for continuous variables by the fact that a set of points rather than a single working point is used. The implementation of the new method does not need differentiability properties of the function being optimized. The method is well tested on a range of problems classified as easy, moderately difficult and difficult. The new algorithm is compared with other simulated annealing methods on both test problems and practical problems. Results showing an improved performance in finding the global minimum are given.

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