Simulated Annealing using an Adaptive Search Vector

M. Miki, S. Hiwa, T. Hiroyasu
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引用次数: 12

Abstract

It is reported that simulated annealing (SA), which changes one design variable at a time, is effective when applied to high-dimensional continuous optimization problems. However, if a correlation exists among the design variables, it is not efficient to search each dimension. In this paper, we propose SA with a mechanism to determine an appropriate search direction according to the landscape of the given problems. Its effectiveness is verified for high-dimensional problems with correlation among design variables
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使用自适应搜索向量的模拟退火
模拟退火(SA)每次改变一个设计变量,对于高维连续优化问题是有效的。然而,如果设计变量之间存在相关性,则搜索每个维度的效率不高。在本文中,我们提出了一种机制,根据给定问题的情况确定适当的搜索方向。对于设计变量之间存在相关性的高维问题,验证了该方法的有效性
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