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Efficient hybrid me...
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Miettinen, Kaisa,1965-Helsinki School of Economics
(författare)
Efficient hybrid methods for global continuous optimization based on simulated annealing
- Artikel/kapitelEngelska2006
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Elsevier BV,2006
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LIBRIS-ID:oai:DiVA.org:kth-83655
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-83655URI
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https://doi.org/10.1016/j.cor.2004.09.005DOI
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Språk:engelska
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Sammanfattning på:engelska
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Ämneskategori:art swepub-publicationtype
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QC 20120227
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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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Mäkelä, Marko M.Department of Mathematical Information Technology, University of Jyväskylä
(författare)
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Maaranen, HeikkiDepartment of Mathematical Information Technology, University of Jyväskylä
(författare)
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Helsinki School of EconomicsDepartment of Mathematical Information Technology, University of Jyväskylä
(creator_code:org_t)
Sammanhörande titlar
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Ingår i:Computers & Operations Research: Elsevier BV33:4, s. 1102-11160305-05481873-765X
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