Global optimization and simulated annealing

DOI10.1007/BF01594945zbMath0753.90060OpenAlexW2024672209MaRDI QIDQ1176572

Anton Dekkers, Emile H. L. Aarts

Publication date: 25 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01594945

zbMATH Keywords

global optimizationsimulated annealingstochastic methodsergodic theory of Markov chains

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

ParadisEO-MO: from fitness landscape analysis to efficient local search algorithms, Application of chaos in simulated annealing, Improving particle swarm optimization performance with local search for high-dimensional function optimization, Studies of multi-start clustering for global optimization, Simulated annealing for constrained global optimization, A stochastic approach to global optimization of nonlinear programming problem with many equality constraints, État de l'art des méthodes “d'optimisation globale”, A dynamic clustering based differential evolution algorithm for global optimization, Population set-based global optimization algorithms: some modifications and numerical studies, An efficient algorithm for large scale global optimization of continuous functions, Topographical multilevel single linkage, A simulated annealing driven multi-start algorithm for bound constrained global optimization, On the efficiency of a continuous version of the simulated annealing algorithm, Test problem generator for unconstrained global optimization, THE ANNEALING EVOLUTION ALGORITHM, The combination of continuous network design and route guidance, Solving the unconstrained optimization problem by a variable neighborhood search, An improved simulated annealing for solving the linear constrained optimization problems, Some variants of the controlled random search algorithm for global optimization, Metaheuristics: A bibliography, Application of stochastic global optimization algorithms to practical problems, On initial populations of a genetic algorithm for continuous optimization problems, Modified controlled random search algorithms, Identification of effective implementations of simulated annealing for optimizing thinning schedules for single forest stands, A balanced accumulation scheme for parallel PDE solvers, Balanced-evolution genetic algorithm for combinatorial optimization problems: the general outline and implementation of balanced-evolution strategy based on linear diversity index, Sequential Monte Carlo simulated annealing, Revealed Preference Tests of Collectively Rational Consumption Behavior: Formulations and Algorithms, Comparison of Simulated Annealing, Interval Partitioning and Hybrid Algorithms in Constrained Global Optimization, Simulated annealing for complex portfolio selection problems., Implementation of scatter search for multi-objective optimization: a comparative study, Hybrid evolutionary algorithms in a SVR traffic flow forecasting model, An efficient implementation of parallel simulated annealing algorithm in GPUs, Feature Selection and Recognition of Muzzle Point Image Pattern of Cattle by Using Hybrid Chaos BFO and PSO Algorithms, A derivative-free variant called DFSA of Dekkers and Aarts' continuous simulated annealing algorithm, A hybrid algorithm for identifying global and local minima when optimizing functions with many minima., Gradient surfing: a new deterministic approach for low-dimensional global optimization, An analytically derived cooling schedule for simulated annealing, Investigating a hybrid simulated annealing and local search algorithm for constrained optimization, A simulated annealing algorithm for transient optimization in gas networks, Derivative-free simulated annealing and deflecting function technique for global optimization, Comparison of deterministic and stochastic approaches to global optimization, The Secret Life of Keys: On the Calculation of Mechanical Lock Systems, NEW SIMULATED ANNEALING ALGORITHMS FOR CONSTRAINED OPTIMIZATION, Improved particle swarm optimization combined with chaos, Equilibrium selection in games: the mollifier method, A common Tabu search algorithm for the global optimization of engineering problems, Global optimizations and tabu search based on memory, Quasi-random initial population for genetic algorithms, Optimization and analysis of the profitability of tariff structures with two-part tariffs, A probabilistic cooperative-competitive hierarchical model for global optimization, Stopping and restarting strategy for stochastic sequential search in global optimization, A hybrid genetic algorithm with the Baldwin effect, Global optimization models in data networks: a case study, On the convergence of a population-based global optimization algorithm, Convergence of a random algorithm for function optimization, A direct search variant of the simulated annealing algorithm for optimization involving continuous variables, Financial optimization models in data networks, Global optimization based on local searches, Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule, Optimization Schemes For Wireless Sensor Network Localization, A reduction method for semi-infinite programming by means of a global stochastic approach†, Global optimization based on local searches, Two effective hybrid metaheuristic algorithms for minimization of multimodal functions, A tabu search Hooke and Jeeves algorithm for unconstrained optimization, Experiments with new stochastic global optimization search techniques, Convergence of the simulated annealing algorithm for continuous global optimization, A two phase local global search algorithm using new global search strategy, Efficient hybrid methods for global continuous optimization based on simulated annealing, COMPUTING TWO LINCHPINS OF TOPOLOGICAL DEGREE BY A NOVEL DIFFERENTIAL EVOLUTION ALGORITHM, Global convergence of the stochastic tâtonnement process, An evolutionary programming approach to mixed-variable optimization problems, Comparison of partition evaluation measures in an adaptive partitioning algorithm for global optimization, Parallel continuous simulated annealing for global optimization simulated annealing^∗, Metamodeling: Radial basis functions, versus polynomials, A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Global optimization and stochastic differential equations
• A Monte Carlo simulated annealing approach to optimization over continuous variables
• Stochastic Methods for Global Optimization
• Statistical mechanics approach in minimizing a multivariable function
• Diffusions for Global Optimization
• Generalized Simulated Annealing for Function Optimization
• Diffusion for Global Optimization in $\mathbb{R}^n $
• Stochastic global optimization methods part I: Clustering methods
• Stochastic global optimization methods part II: Multi level methods
• Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo