New Reflection Generator for Simulated Annealing in Mixed-Integer/Continuous Global Optimization

H. E. Romeijn, Z. B. Zabinsky, D. L. Graesser and S. Neogi
Additional contact information
H. E. Romeijn: Erasmus University Rotterdam
Z. B. Zabinsky: University of Washington
D. L. Graesser: Boeing Commercial Airplane Group
S. Neogi: Intel Corporation

Journal of Optimization Theory and Applications, 1999, vol. 101, issue 2, No 8, 403-427

Abstract: Abstract To reduce the well-known jamming problem in global optimization algorithms, we propose a new generator for the simulated annealing algorithm based on the idea of reflection. Furthermore, we give conditions under which the sequence of points generated by this simulated annealing algorithm converges in probability to the global optimum for mixed-integer/continuous global optimization problems. Finally, we present numerical results on some artificial test problems as well as on a composite structural design problem.

Keywords: Simulated annealing; jamming; mixed-integer/continuous global optimization; composite structural design (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021745728358

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