Derivative-free filter simulated annealing method for constrained continuous global optimization
Derivative-free filter simulated annealing method for constrained continuous global optimization
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DOI：
10.1007/s10898-005-3693-z
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发表时间：
2006-08-01
影响因子：
1.8
通讯作者：
Fukushima, Masao
中科院分区：
文献类型：
--
作者：
Hedar, Abdel-Rahman;Fukushima, Masao
本文提出了一种基于模拟退火算法的滤波模拟退火（FSA）方法来处理约束全局优化问题。所考虑的问题是重新制定，以便采取优化两个功能，目标函数和约束违反功能的形式。然后，FSA方法被用来解决重新制定的问题。FSA方法调用多起始多样化方案以实现有效的勘探过程。为了处理所考虑的问题，一个过滤器集为基础的过程中建立的FSA结构。最后，一个强化计划作为所提出的方法的最后阶段，以克服SA为基础的方法收敛速度慢。通过FSA方法获得的计算结果是有前途的，并显示出所提出的方法，这是一个点对点的方法，对人口为基础的方法的上级性能。
In this paper, a simulated-annealing-based method called Filter Simulated Annealing (FSA) method is proposed to deal with the constrained global optimization problem. The considered problem is reformulated so as to take the form of optimizing two functions, the objective function and the constraint violation function. Then, the FSA method is applied to solve the reformulated problem. The FSA method invokes a multi-start diversification scheme in order to achieve an efficient exploration process. To deal with the considered problem, a filter-set-based procedure is built in the FSA structure. Finally, an intensification scheme is applied as a final stage of the proposed method in order to overcome the slow convergence of SA-based methods. The computational results obtained by the FSA method are promising and show a superior performance of the proposed method, which is a point-to-point method, against population-based methods.