An Efficient Simulated Annealing Algorithm for Global Optimization Problems with Differentiable Functions
Fubo Shao · Journal of Chinese Computer Systems · 2012
This paper proposes an efficient simulated annealing algorithm with respect to the global optimization problem with differentiable function,which combines steepest decent method,Newton method and penalty function method into simulated annealing algorithm.This algorithm could acquire the global resolution of the global optimization problem with differentiable function and is characterized by small computation quality and high efficiency.After using penalty function to transform the constrained optimization problem into unconstrained optimization problem,this algorithm could solve the global optimization problem.Experiment shows that this algorithm could be highly efficient in solving the global optimization problem with unconstrained or even constrained differentiable function.