New reflection generator for simulated annealing in mixed-integer/continuous global optimization

Citation
He. Romeijn et al., New reflection generator for simulated annealing in mixed-integer/continuous global optimization, J OPTIM TH, 101(2), 1999, pp. 403-427
Citations number
19
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
101
Issue
2
Year of publication
1999
Pages
403 - 427
Database
ISI
SICI code
0022-3239(199905)101:2<403:NRGFSA>2.0.ZU;2-T
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 seq uence of points generated by this simulated annealing algorithm converges i n probability to the global optimum for mixed-integer/continuous global opt imization problems. Finally, we present numerical results on some artificia l test problems as well as on a composite structural design problem.