Constrained Multi-global Optimization using a Penalty Stretched Simulated Annealing Framework

This paper presents a new simulated annealing algorithm to solve constrained multi‐global optimization problems. To compute all global solutions in a sequential manner, we combine the function stretching technique with the adaptive simulated annealing variant. Constraint‐handling is carried out through a nondifferentiable penalty function. To benchmark our penalty stretched simulated annealing algorithm we solve a set of well‐known problems. Our preliminary numerical results show that the algorithm is promising.

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