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author:

Ali, M.M. (Ali, M.M..) [1] | Gabere, M.N. (Gabere, M.N..) [2] | Zhu, W. (Zhu, W..) [3]

Indexed by:

Scopus

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. © 2012 Elsevier Inc. All rights reserved.

Keyword:

Direct search methods; Global optimization; Positive spanning direction; Simulated annealing

Community:

  • [ 1 ] [Ali, M.M.]School of Computational and Applied Mathematics, University of the Witwatersrand, South Africa
  • [ 2 ] [Gabere, M.N.]School of Computational and Applied Mathematics, University of the Witwatersrand, South Africa
  • [ 3 ] [Zhu, W.]Center for Discrete Mathematics and Theoretical Computer Science, Fuzhou University, Fuzhou 350002, China

Reprint 's Address:

  • [Ali, M.M.]School of Computational and Applied Mathematics, University of the WitwatersrandSouth Africa

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Source :

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

JCR Journal Grade:1

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 6

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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