GenAnneal: Genetically modified Simulated Annealing

Abstract A modification of the standard Simulated Annealing (SA) algorithm is presented for finding the global minimum of a continuous multidimensional, multimodal function. We report results of computational experiments with a set of test functions and we compare to methods of similar structure. The accompanying software accepts objective functions coded both in Fortran 77 and C++. Title of program: GenAnneal Catalogue Id: ADXI_v1_0 Nature of problem A multitude of problems in science and engineering are often reduced to minimizing a function of many variables. There are instances that a local optimum does not correspond to the desired physical solution and hence the search for a better solution is required. Local optimization techniques are frequently trapped in local minima. Global optimization is hence the appropriate tool. For example, solving a non-linear system of equations via optimization, employing a "least squares" type of objectiv ... Versions of this program held in the CPC repository in Mendeley Data ADXI_v1_0; GenAnneal; 10.1016/j.cpc.2005.12.011 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)摘要 本文针对连续多维多峰函数的全局最小值求解问题，提出一种标准模拟退火（Simulated Annealing, SA）算法的改进方案。本文报告了基于一组测试函数的计算实验结果，并与同类结构的优化方法开展对比。配套软件支持采用Fortran 77与C++编写的目标函数。 程序名称：GenAnneal 目录编号：ADXI_v1_0 问题属性 科学与工程领域的诸多问题往往可归结为多变量函数的极小化任务。在部分场景中，局部最优解无法对应预期的物理解，因此需要搜寻更优解。局部优化技术常陷入局部极小值的桎梏，故而全局优化是合适的解决方案。例如，借助优化方法求解非线性方程组时，可采用“最小二乘”类的目标（原文此处截断）。 本程序在Mendeley Data的CPC仓库中留存的版本为：ADXI_v1_0; GenAnneal; 10.1016/j.cpc.2005.12.011 本程序源自贝尔法斯特女王大学馆藏的CPC程序库（1969-2019）