Multi-Point Simulated Annealing with Adaptive Neighborhood

—When SA is applied to continuous optimization problems, the design of the neighborhood used in SA becomes important. A lot of experiments are necessary to determine an appropriate neighborhood range in each problem, because the neighborhood range corresponds to the distance in the Euclid space and is decided arbitrarily. We proposed a Multi-point Simulated Annealing with Adaptive Neighborhood (MSA/AN) for continuous optimization problems, which determines the appropriate neighborhood range automatically. The proposed method provides the neighborhood range from the distance and the design valuables of two search points, and generates candidate solutions using a probability distribution based on this distance in neighborhood, and selects the next solutions from them based on the energy. In addition, a new acceptance judgment is proposed for multi-point SA based on the Metropolis criterion. The proposed method shows a good performance in solving typical test problems.

• Type: Journal
• Year: 2007
• Where: IEICET
• Authors: Keiko Ando, Mitsunori Miki, Tomoyuki Hiroyasu
• Keywords: Appropriate Neighborhood Range, Continuous Optimization Problems, IEICET 2007, Neighborhood Range