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- Miettinen, Kaisa, 1965-, et al.
(författare)
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Efficient hybrid methods for global continuous optimization based on simulated annealing
- 2006
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Ingår i: Computers & Operations Research. - : Elsevier BV. - 0305-0548 .- 1873-765X. ; 33:4, s. 1102-1116
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Tidskriftsartikel (refereegranskat)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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