Constrained multi-global optimization using a penalty stretched simulated annea...

• Author(s): Pereira, Ana I. ; Fernandes, Edite M.G.P.
• Date: 2009
• Persistent ID: http://hdl.handle.net/10198/1613
• Origin: Biblioteca Digital do IPB
• Subject(s): Multi-global optimization; Penalty function; Simulated annealing
• Document Type: Conference Object
• Language: English

Description

This paper presents a new simulated annealing algorithm to solve constrained multi-global optimization problems. To compute all global solutions in a sequential manner, we combine the function stretching technique with the adaptive simulated annealing variant. Constraint-handling is carried out through a nondifferentiable penalty function. To benchmark our penalty stretched simulated annealing algorithm we solve a set of well-known problems. Our preliminary numerical results show that the algorithm is promising.