A Hybrid Parallel Algorithm for Complex Decision Problem Optimization

Yan Luo, Changrui Yu · 2007

In this paper, there is an attempt to develop a parallel version of the simulated annealing (SA) algorithm. Firstly, this paper introduces the main ideas of the nested partitions (NP) method, analyses its efficiency theoretically and proposes the way to improve the optimization efficiency of the algorithm. Secondly, the paper introduces the SA algorithm and incorporates the ideas of SA into two of the arithmetic operators of NP algorithm to form the combined NP/SA algorithm. Moreover, the paper presents the explicit optimization procedure of the hybrid parallel algorithm NP/SA. The NP/SA algorithm adopts the global optimization ability of NP algorithm and the local search ability of SA algorithm so that it improves the optimization efficiency and the convergence rate. This paper also illustrates the parallel NP/SA algorithm through an optimization example.

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