neuroprose paper: Function Optimization based on Advanced Simulated Annealing
Bruce Rosen
rosen at ringer.cs.utsa.edu
Tue Dec 15 16:10:38 EST 1992
A postscript version of my short paper "Function Optimization based on
Advanced Simulated Annealing" has been placed in the neuroprose
archive. The abstract is given below, followed by retrieval
instructions.
Bruce Rosen
email: rosen at ringer.cs.utsa.edu
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Function Optimization based on Advanced Simulated Annealing
Bruce Rosen
Division of Mathematics, Computer Science and Statistics
The University of Texas at San Antonio, San Antonio, Texas, 78249
Abstract
Solutions to numerical problems often involve finding (or fit-
ting) a set of parameters to optimize a function. A novel extension
of the Simulated Annealing method, Very Fast Simulated Reannealing
(VFSR) [1, 2], has been proposed for optimizing difficult functions.
VFSR has an exponentially decreasing temperature reduction schedule
which is faster than both Boltzmann Annealing and Fast (Cauchy)
Annealing. VFSR is shown to be is superior to these two methods on
optimizing a difficult multimodal function.
1. L. Ingber, "Very Fast Simulated re-annealing," Mathl. Comput.
Modeling, vol. 12, no. 8, pp. 967-973, 1989.
2. L. Ingber and B. E. Rosen, "Genetic Algorithms and Very Fast
Simulated Reannealing: A Comparison," Mathematical and Computer
Modelling, vol. 16, no. 11, pp. 87-100, 1992.
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The paper is rosen.advsim.ps.Z in the neuroprose archives.
The INDEX sentence is
"Preprint: Comparative performances of Advanced Simulated Annealing
Methods on optimizing a nowhere-differentiable function"
To retrieve this file from the neuroprose archives:
unix> ftp cheops.cis.ohio-state.edu
Name (cheops.cis.ohio-state.edu:becker): anonymous
Password: (use your email address)
ftp> cd pub/neuroprose
ftp> get rosen.advsim.ps.Z
200 PORT command successful.
150 Opening BINARY mode data connection for rosen.advsim.ps.Z
..
ftp> quit
221 Goodbye.
unix> uncompress rosen.advsim.ps.Z
unix> lpr rosen.advsim.ps
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