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一种高效的模拟退火全局优化算法
引用本文:杨若黎,顾基发.一种高效的模拟退火全局优化算法[J].系统工程理论与实践,1997,17(5):30-36.
作者姓名:杨若黎  顾基发
作者单位:中国科学院系统科学研究所
摘    要:提出了一种确定模拟退火算法温度更新函数的启发式准则,构造了适当的产生随机向量的概率密度函数,应用该启发式准则导出了相应的温度更新函数。新的温度更新函数与退火时间的幂函数成反比,与优化问题的变量维数无关。

关 键 词:模拟退火  全局优化  随机搜索  
收稿时间:1996-10-14

An Efficient Simulated Annealing Algorithm for Global Optimization
Yang Ruoli,Gu Jifa.An Efficient Simulated Annealing Algorithm for Global Optimization[J].Systems Engineering —Theory & Practice,1997,17(5):30-36.
Authors:Yang Ruoli  Gu Jifa
Institution:Institute of Systems Science, Chinese Academy of Sciences, Beijing 100080
Abstract:A heuristic criterion for determining the temperature updating function of simulated annealing algorithm is proposed in this paper.An appropriate form of probability density function for generating the random vectors is constructed.The temperature updating function corresponding to the probability density function is derived by using the proposed heuristic criterion.The new temperature updating function derived is inversely proportional to a power function of the annealing time and is independent of the dimension of the optimization problems.The numerical computation results indicate that the simulated annealing algorithm with the new temperature updatng function and the corresponding probability density function can improve significantly the computational efficiency for solving the global optimization problems.
Keywords:simulated annealing  global optimization  random search  
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