Skip to main content
Kent Academic Repository

A Hybrid Algorithm for Identifying Global and Local Minima When Optimizing Functions with Many Minima

Salhi, Said, Queen, Nat M. (2004) A Hybrid Algorithm for Identifying Global and Local Minima When Optimizing Functions with Many Minima. European Journal of Operational Research, 155 (1). pp. 51-67. ISSN 0377-2217. (doi:10.1016/S0377-2217(02)00871-8) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:5258)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
http://dx.doi.org/10.1016/S0377-2217(02)00871-8

Abstract

The problem of determining most global minima including some of the local ones for unconstrained non-convex functions is investigated. This is tackled using a hybrid approach that combines simulated annealing, tabu search and a descent method. This approach has the advantage of not requiring differentiability of the function. The special feature of this approach is that it produces not only all the global minima with a high frequency but also those good local minima which may be of relevance to the user. This is the first time such a view is put forward, especially in the context of functions of continuous variables. This method is tested on standard test functions used in the literature, and encouraging results are obtained.

Item Type: Article
DOI/Identification number: 10.1016/S0377-2217(02)00871-8
Uncontrolled keywords: Global optimization; Tabu search; Simulated annealing; Hybrid algorithms
Subjects: H Social Sciences
Divisions: Divisions > Kent Business School - Division > Department of Analytics, Operations and Systems
Depositing User: Said Salhi
Date Deposited: 25 Sep 2008 12:45 UTC
Last Modified: 19 Sep 2023 15:04 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/5258 (The current URI for this page, for reference purposes)

University of Kent Author Information

  • Depositors only (login required):

Total unique views for this document in KAR since July 2020. For more details click on the image.