Simulated annealing based on multigrid
Tao Qing-yu · Journal of Hunan University of Arts and Science · 2013
Multigrid methods have been proven to be an efficient approach in accelerating the convergence rate of numerical algorithms for solving partial differential equations. In order to accelerate the convergence rate of simulated annealing, a novel simulated annealing based on multigrid is proposed and its convergence is proven. The algorithm is tested on a set of 13 well-known benchmark functions. Experiment results demonstrate that multigrid methods can accelerate the convergence rate of Simulated Annealing, and improve their performance.