A robust global optimization method based on simulated annealing

J. S. Moh, D. Y. Chiang

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

A robust global optimization algorithm based on simulated annealing is proposed in which global optima are searched for in regions that have high probability of containing optima and the domain of search is successively reduced until the stopping criterion is satisfied. By introducing the ideas of cumulative probability distribution function and stable energy, the selection of initial temperature and equilibrium criterion in the process of simulated annealing becomes easy and effective. Numerical studies using a set of standard test functions show that the proposed approach is effective and robust in solving global optimization problems.

Original languageEnglish
Pages (from-to)373-398
Number of pages26
JournalEngineering Optimization
Volume33
Issue number3
DOIs
Publication statusPublished - 2001

All Science Journal Classification (ASJC) codes

  • Computer Science Applications
  • Control and Optimization
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

Fingerprint Dive into the research topics of 'A robust global optimization method based on simulated annealing'. Together they form a unique fingerprint.

Cite this