Abstract
Stochastic optimization procedures have been shown to be efficient methods for finding global extrema of objective functions. In this article we report computational results obtained using the generalized simulated annealing method on a set of standard global optimization test problems. The results are compared to those obtained using the best known competing stochastic optimization methods.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 425-449 |
| Number of pages | 25 |
| Journal | American Journal of Mathematical and Management Sciences |
| Volume | 8 |
| Issue number | 3-4 |
| DOIs | |
| State | Published - Jan 1 1988 |
Keywords
- Annealing
- Global optimization
- Stochastic optimization
ASJC Scopus subject areas
- Business, Management and Accounting(all)
- Applied Mathematics
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Cite this
Brooks, D. G., & Verdini, W. A. (1988). Computational experience with generalized simulated annealing over continuous variables. American Journal of Mathematical and Management Sciences, 8(3-4), 425-449. https://doi.org/10.1080/01966324.1988.10737248