A stretched simulated annealing algorithm for locating all global maximizers

• Author(s): Pereira, Ana I. ; Fernandes, Edite M.G.P.
• Date: 2006
• Persistent ID: http://hdl.handle.net/10198/1631
• Origin: Biblioteca Digital do IPB
• Subject(s): Global optimization; Simulated annealing; Multimodal optimization
• Document Type: Conference Object
• Language: English

Description

Work partially supported by FCT grant POCTI/MAT/58957/2004. In this work we consider the problem of finding all the global maximizers of a given multimodal optimization problem. We propose a new algorithm that combines the simulated annealing (SA) method with a function stretching technique to generate a sequence of global maximization problems that are defined whenever a new maximizer is identified. Each global maximizer is located through a variant of the SA algorithm. Results of numerical experiments with a set of well-known test problems show that the proposed method is effective. We also compare the performance of our algorithm with other multi-global optimizers.