Computational experience with generalized simulated annealing over continuous variables

Daniel G. Brooks, William A. Verdini

Research output: Contribution to journalArticle

36 Citations (Scopus)

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 languageEnglish (US)
Pages (from-to)425-449
Number of pages25
JournalAmerican Journal of Mathematical and Management Sciences
Volume8
Issue number3-4
DOIs
StatePublished - 1988

Fingerprint

Stochastic Optimization
Continuous Variables
Simulated annealing
Simulated Annealing
Stochastic Methods
Global optimization
Extremum
Global Optimization
Test Problems
Optimization Methods
Computational Results
Objective function
Optimization Problem
Experience
Stochastic optimization
Standards

Keywords

  • Annealing
  • Global optimization
  • Stochastic optimization

ASJC Scopus subject areas

  • Business, Management and Accounting(all)
  • Applied Mathematics

Cite this

Computational experience with generalized simulated annealing over continuous variables. / Brooks, Daniel G.; Verdini, William A.

In: American Journal of Mathematical and Management Sciences, Vol. 8, No. 3-4, 1988, p. 425-449.

Research output: Contribution to journalArticle

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