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A new hybrid method for solving global optimization problem
DOI:10.1016/j.amc.2011.08.066.png)
摘要
En 中文
In this paper we present a new hybrid method, called the SASP method. The purpose of this method is the hybridization of the simulated annealing (SA) with the descent method, where we estimate the gradient using simultaneous perturbation. Firstly, the new hybrid method finds a local minimum using the descent method, then SA is executed in order to escape from the currently discovered local minimum to a better one, from which the descent method restarts a new local search, and so on until convergence. The new hybrid method can be widely applied to a class of global optimization problems for continuous functions with constraints. Experiments on 30 benchmark functions, including high dimensional functions, show that the new method is able to find near optimal solutions efficiently. In addition, its performance as a viable optimization method is demonstrated by comparing it with other existing algorithms. Numerical results improve the robustness and efficiency of the method presented. (C) 2011 Elsevier Inc. All rights reserved.
Keyword:
Global optimization
Hybrid method
Simultaneous perturbation
Simulated annealing
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期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
机构
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