Simulated Annealing Based on Pattern Search with Derivative Information 1
MA Feng-ming · 2008
In this paper, we present a hybrid method that combines simulated annealing with pattern search based on the derivative information. In this method, when the object function is differentiable, we take the speed descent direction as the searching direction. This can dramatically decreases the work of the POLL step. The experiments shows that this hybrid method is efficient.