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Multiple-Try Simulated Annealing Algorithm for Global Optimization
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-07-17
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
Simulated annealing is a widely used algorithm for the computation of global optimization problems in computational chemistry and industrial engineering.
However, global optimum values cannot always be reached by simulated annealing without a logarithmic cooling schedule.
In this study, we propose a new stochastic optimization algorithm, i.e., simulated annealing based on the multiple-try Metropolis method, which combines simulated annealing and the multiple-try Metropolis algorithm.
The proposed algorithm functions with a rapidly decreasing schedule, while guaranteeing global optimum values.
Simulated and real data experiments including a mixture normal model and nonlinear Bayesian model indicate that the proposed algorithm can significantly outperform other approximated algorithms, including simulated annealing and the quasi-Newton method.
American Psychological Association (APA)
Shao, Wei& Guo, Guangbao. 2018. Multiple-Try Simulated Annealing Algorithm for Global Optimization. Mathematical Problems in Engineering،Vol. 2018, no. 2018, pp.1-11.
https://search.emarefa.net/detail/BIM-1209593
Modern Language Association (MLA)
Shao, Wei& Guo, Guangbao. Multiple-Try Simulated Annealing Algorithm for Global Optimization. Mathematical Problems in Engineering No. 2018 (2018), pp.1-11.
https://search.emarefa.net/detail/BIM-1209593
American Medical Association (AMA)
Shao, Wei& Guo, Guangbao. Multiple-Try Simulated Annealing Algorithm for Global Optimization. Mathematical Problems in Engineering. 2018. Vol. 2018, no. 2018, pp.1-11.
https://search.emarefa.net/detail/BIM-1209593
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1209593