Comparison of the SPSA and simulated annealing algorithms for the constrained optimization of discrete non-separable functions.
James E. Whitney IIStacy D. HillDennis WairiaFarshad BahariPublished in: ACC (2003)
Keyphrases
- constrained optimization
- penalty functions
- simulated annealing
- unconstrained optimization
- computational complexity
- optimization problems
- stochastic approximation
- constrained optimization problems
- objective function
- pattern search
- penalty function
- lagrange multipliers
- hybrid algorithm
- metaheuristic
- inequality constraints
- constraint handling
- optimization algorithm
- evolutionary algorithm
- neural network
- interval analysis