A Direct Search Simulated Annealing Algorithm for Optimization Involving Continuous Variables
M. Montaz Ali, Aimo Törn, Sami Viitanen · 1997
A memory-based simulated annealing algorithm is proposed which fundamentally differs from the previously developed simulated annealing algorithms for continuous variables by the fact that a set of points rather than a single working point is used. The implementation of the new method does not need any properties of the function being optimized. The method is well tested on a range of problems classified as easy, moderately difficult and difficult. The new algorithm is compared with other simulated annealing methods on both test problems and practical problems. Results showing an improved performance especially for difficult problems are given.