A derivative-free variant called DFSA of Dekkers and Aarts%26apos; continuous simulated annealing algorithm

作者：Ali M M^*; Gabere M N; Zhu Wenxing

来源：Applied Mathematics and Computation, 2012, 219(2): 605-616.

DOI：10.1016/j.amc.2012.06.050

• Simulated annealing
• Global optimization
• Positive spanning direction
• Direct search methods

We propose a derivative-free implementation of Dekkers and Aarts%26apos; continuous simulated annealing (SA). Essential in DFSA is the %26apos;random direction%26apos; local technique that we introduce. We study the convergence properties of the resulting algorithm and test its performance on a set of 50 problems. Numerical results are presented which show the robustness of the algorithm. Numerical comparisons with SA, two derivative-free simulated annealing algorithms and three population-based global optimization algorithms show that the derivative-free SA, DFSA, offers a reasonable alternative to some recent global optimization algorithms, especially for problems requiring a %26apos;direct search%26apos; type algorithm.

• 出版日期2012-10-1
• 单位福州大学