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  • Miettinen, Kaisa, 1965-, et al. (author)
  • Efficient hybrid methods for global continuous optimization based on simulated annealing
  • 2006
  • In: Computers & Operations Research. - : Elsevier BV. - 0305-0548 .- 1873-765X. ; 33:4, s. 1102-1116
  • Journal article (peer-reviewed)abstract
    • We introduce several hybrid methods for global continuous optimization. They combine simulated annealing and a local proximal bundle method. Traditionally, the simplest hybrid of a global and a local solver is to call the local solver after the global one, but this does not necessarily produce good results. Besides, using efficient gradient-based local solvers implies that the hybrid can only be applied to differentiable problems. We show several ways how to integrate the local solver as a genuine part of simulated annealing to enable both efficient and reliable solution processes. When using the proximal bundle method as a local solver, it is possible to solve even nondifferentiable problems. The numerical tests show that the hybridization can improve both the efficiency and the reliability of simulated annealing.
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Type of publication
journal article (1)
Type of content
peer-reviewed (1)
Author/Editor
Miettinen, Kaisa, 19 ... (1)
Mäkelä, Marko M. (1)
Maaranen, Heikki (1)
University
Royal Institute of Technology (1)
Language
English (1)
Research subject (UKÄ/SCB)
Natural sciences (1)
Year
2006 (1)

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