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Abstract:
We propose a derivative-free implementation of Dekkers and Aarts' continuous simulated annealing (SA). Essential in DFSA is the 'random direction' local technique that we introduce. We study the convergence properties of the resulting algorithm and test its performance on a set of 50 problems. Numerical results are presented which show the robustness of the algorithm. Numerical comparisons with SA, two derivative-free simulated annealing algorithms and three population-based global optimization algorithms show that the derivative-free SA, DFSA, offers a reasonable alternative to some recent global optimization algorithms, especially for problems requiring a 'direct search' type algorithm. (C) 2012 Elsevier Inc. All rights reserved.
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APPLIED MATHEMATICS AND COMPUTATION
ISSN: 0096-3003
Year: 2012
Issue: 2
Volume: 219
Page: 605-616
1 . 3 4 9
JCR@2012
3 . 5 0 0
JCR@2023
ESI Discipline: MATHEMATICS;
JCR Journal Grade:1
CAS Journal Grade:2
Cited Count:
WoS CC Cited Count: 6
SCOPUS Cited Count: 6
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
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