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New Reflection Generator for Simulated Annealing in Mixed-Integer/Continuous Global Optimization

Author

Listed:
  • H. E. Romeijn

    (Erasmus University Rotterdam)

  • Z. B. Zabinsky

    (University of Washington)

  • D. L. Graesser

    (Boeing Commercial Airplane Group)

  • S. Neogi

    (Intel Corporation)

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.

Suggested Citation

  • H. E. Romeijn & Z. B. Zabinsky & D. L. Graesser & S. Neogi, 1999. "New Reflection Generator for Simulated Annealing in Mixed-Integer/Continuous Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 101(2), pages 403-427, May.
    • Handle: RePEc:spr:joptap:v:101:y:1999:i:2:d:10.1023_a:1021745728358
    DOI: 10.1023/A:1021745728358
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    References listed on IDEAS

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    1. Robert L. Smith, 1984. "Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions," Operations Research, INFORMS, vol. 32(6), pages 1296-1308, December.
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