Constrained Multi-global Optimization using a Penalty Stretched Simulated Annealing Framework
Constrained Multi-global Optimization using a Penalty Stretched Simulated Annealing Framework
This paper presents a new simulated annealing algorithm to solve constrained multi‐global optimization problems. To compute all global solutions in a sequential manner, we combine the function stretching technique with the adaptive simulated annealing variant. Constraint‐handling is carried out through a nondifferentiable penalty function. To benchmark our penalty stretched simulated …