A simulated annealing approach to the solution of MINLP problems

• Tipo: Artigo em Revista Científica Internacional
• Data: 1997

Autores

M. F. Cardoso (Autor) ICBAS; R. L. Salcedo (Autor) FEUP; S. Feyo de Azevedo (Autor) FEUP; D. Barbosa (Autor) FEUP

Revista

Título: Computers and Chemical Engineering

Vol. 21 Nº 5

Páginas: 1349-1364

ISSN: 0098-1354

Editora: Elsevier

Indexação

ISI Web of Knowledge - 147 Citações

ISI Web of Science

Scopus - 168 Citações

COMPENDEX

INSPEC

Classificação Científica

FOS: Ciências exactas e naturais > Ciências da computação e da informação

Outras Informações

ID Authenticus: P-001-C9S

DOI: 10.1016/s0098-1354(97)00015-x

Abstract (EN): An algorithm (M-SIMPSA) suitable for the optimization of mixed integer non-linear programming (MINLP) problems is presented. A recently proposed continuous non-linear solver (SIMPSA) is used to update the continuous parameters, and the Metropolis algorithm is used to update the complete solution vector of decision variables. The M-SIMPSA algorithm, which does not require feasible initial points or any problem decomposition, was tested with several functions published in the literature, and results were compared with those obtained with a robust adaptive random search method. For ill-conditioned problems, the proposed approach is shown to be more reliable and more efficient as regards the overcoming of difficulties associated with local optima and in the ability to reach feasibility. The results obtained reveal its adequacy for the optimization of MINLP problems encountered in chemical engineering practice. (C) 1997 Elsevier Science Ltd.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 16