An approximate Itô-SDE based simulated annealing algorithm for multivariate design optimization problems
A. Batou
Abstract:This research concerns design optimization problems involving numerous design parameters and large computational models. These problems generally consist in non-convex constrained optimization problems in large and sometimes complex search spaces. The classical simulated annealing algorithm rapidly loses its efficiency in high search space dimension. In this paper a variant of the classical simulated annealing algorithm is constructed by incorporating (1) an Itô stochastic differential equation generator (ISDE… Show more
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