New Reflection Generator for Simulated Annealing in Mixed-Integer/Continuous Global Optimization |
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| Authors: | Romeijn H E Zabinsky Z B Graesser D L Neogi S |
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| Institution: | (1) Rotterdam School of Management, Erasmus University Rotterdam, Rotterdam, Netherlands;(2) Industrial Engineering, University of Washington, Seattle, Washington;(3) Boeing Commercial Airplane Group, Seattle, Washington;(4) Advanced Interconnect Technology Development, Intel Corporation, Santa Clara, California |
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| Abstract: | To reduce the well-known jamming problem in global optimization algorithms, we propose a new generator for the simulated annealing algorithm based on the idea of reflection. Furthermore, we give conditions under which the sequence of points generated by this simulated annealing algorithm converges in probability to the global optimum for mixed-integer/continuous global optimization problems. Finally, we present numerical results on some artificial test problems as well as on a composite structural design problem. |
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| Keywords: | Simulated annealing jamming mixed-integer/continuous global optimization composite structural design |
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