A stretched simulated annealing algorithm for locating all global maximizers
Ana I. Pereira, Edite M. G. P. Fernandes · Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT) · 2006
In this work we consider the problem of finding all the global maximizers of a given multimodal optimization problem. We propose a new algorithm that combines the simulated annealing (SA) method with a function stretching technique to generate a sequence of global maximization problems that are defined whenever a new maximizer is identified. Each global maximizer is located through a variant of the SA algorithm. Results of numerical experiments with a set of well-known test problems show that the proposed method is effective. We also compare the performance of our algorithm with other multi-global optimizers.