Aspectos Teóricos de Simulated Annealing e um Algoritmo duas Fases em Otimização Global
DOI:
https://doi.org/10.5540/tema.2008.09.03.0395Abstract
Neste trabalho descrevemos a teoria da estratégia simulated annealing, e propomos um método híbrido para otimização global de problemas canalizados contínuos. A cada etapa deste método é realizada uma fase heurística, na qual empregamos simulated annealing e uma fase local, na qual empregamos o método GENCAN. O objetivo deste procedimento é explorar as propriedades de obtenção do ótimo global de simulated annealing, e acelerar esta estratégia acionando um procedimento de otimização local que possua boas propriedades de convergência para ótimos locais. Os resultados numéricos obtidos atestam a eficiência deste procedimento.References
[1] E.H.L. Aarts, J.H.M. Korst, “Simulated Annealing and Boltzmann Machines”, John Wiley & Sons, 1989.
R. Andreani, J.M. Martínez, L. Martínez, F. Yano, Low order value optimization and applications, Optimization Online Digest, October (2005).
E.G. Birgin, J.M. Martínez, Large–scale active–set box–constrained optimization method with spectral projected gradients, Computational Optimization and Applications, 23 (2002), 101–125.
M.F. Cardoso, R.L. Salcedo, S. Feyo de Azevedo, The simplex–simulated annealing approach to continuous non–linear optimization, Computers and Chemical Engineering, 20, No. 9 (1995), 1065–1080.
V. ˇCerny, Thermodynamical approach to the traveling salesman problem: an efficient simulation algorithm, Journal of Optimization Theory and Applications, 45 (1985), 41–51.
G. Haeser, “Algoritmo Duas Fases em Otimização Global”, Dissertação de Mestrado, T/UNICAMP H119a, IMECC, UNICAMP, Campinas, SP, 2006.
S. Kirkpatrick, C.D. Gelatt, M.P. Vecchi, Optimization by simulated annealing, Science, 220 (1983), 671–680.
J. Ma, P. Tian, D.-M. Zhang, Global optimization by Darwin and Boltzmann mixed strategy, Computers & Operations Research, 27 (2000), 143–159.
N. Metropolis, A. W. Rosenbluth, M. N. Rosenbluth, A. H. Teller, E. Teller, Equations of state calculations by fast computing machines, The Journal of Chemical Physics, 21, No. 6 (1953), 1087–1092.
P. Siarry, G. Berthiau, F. Durbin, J. Haussy, Enhanced simulated annealing for globally minimizing functions of many continuous variables, ACM Transactions on Mathematical Software, 23, No. 2 (1997), 209–228.
M.W. Trosset, What is simulated annealing?, Optimization and Engineering, 2, No. 2 (2001),201–213.
Downloads
Published
How to Cite
Issue
Section
License
Authors who publish in this journal agree to the following terms:
Authors retain copyright and grant the journal the right of first publication, with the work simultaneously licensed under the Creative Commons Attribution License that allows the sharing of the work with acknowledgment of authorship and initial publication in this journal.
Authors are authorized to assume additional contracts separately, for non-exclusive distribution of the version of the work published in this journal (eg, publish in an institutional repository or as a book chapter), with acknowledgment of authorship and initial publication in this journal.
Authors are allowed and encouraged to publish and distribute their work online (eg, in institutional repositories or on their personal page) at any point before or during the editorial process, as this can generate productive changes as well as increase impact and the citation of the published work (See The effect of open access).
This is an open access journal which means that all content is freely available without charge to the user or his/her institution. Users are allowed to read, download, copy, distribute, print, search, or link to the full texts of the articles, or use them for any other lawful purpose, without asking prior permission from the publisher or the
author. This is in accordance with the BOAI definition of open access
Intellectual Property
All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License under attribution BY.