Aspectos Teóricos de Simulated Annealing e um Algoritmo duas Fases em Otimização Global
DOI:
https://doi.org/10.5540/tema.2008.09.03.0395Abstract
Neste trabalho descrevemos a teoria da estratégia simulated annealing, e propomos um método híbrido para otimização global de problemas canalizados contínuos. A cada etapa deste método é realizada uma fase heurística, na qual empregamos simulated annealing e uma fase local, na qual empregamos o método GENCAN. O objetivo deste procedimento é explorar as propriedades de obtenção do ótimo global de simulated annealing, e acelerar esta estratégia acionando um procedimento de otimização local que possua boas propriedades de convergência para ótimos locais. Os resultados numéricos obtidos atestam a eficiência deste procedimento.References
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