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Generalized Simulated Annealing for Function Optimization

 

作者: IhorO. Bohachevsky,   MarkE. Johnson,   MyronL. Stein,  

 

期刊: Technometrics  （Taylor Available online 1986）
卷期: Volume 28, issue 3  

页码: 209-217

 

ISSN:0040-1706

 

年代: 1986

 

DOI:10.1080/00401706.1986.10488128

 

出版商: Taylor & Francis Group

 

关键词: Sensitivity analysis;Optimal design;Multiple extrema;Boltzmann's distribution;Biased random walk;Metropolis algorithm

 

数据来源: Taylor

 

摘要:

A generalized simulated annealing method has been developed and applied to the optimization of functions (possibly constrained) having many local extrema. The method is illustrated in some difftcult pedagogical examples and used to solve a problem analyzed by Bates (Technometrics, 25, pp. 373–376, 1983) for which we identify an improved optimum. The sensitivity of the solution to changes in the constraints and in other specifications of the problem is analyzed and discussed.

 

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