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混合优化算法
European Journal of Operational Research 155 (2004) 51–67
/locate/dsw
Discrete Optimization
A hybrid algorithm for identifying global and local
minima when optimizing functions with many minima q
S. Salhi *, N.M. Queen
Management Mathematics Group, School of Mathematics and Statistics, University of Birmingham, Edgbaston,
Birmingham B15 2TT, UK
Accepted 1 February 2002
Abstract
The problem of determining most global minima including some of the local ones for unconstrained non-convex
functions is investigated. This is tackled using a hybrid approach that combines simulated annealing, tabu search and a
descent method. This approach has the advantage of not requiring differentiability of the function. The special feature
of this approach is that it produces not only all the global minima with a high frequency but also those good local
minima which may be of relevance to the user. This is the first time such a view is put forward, especially in the context
of functions of continuous variables. This method is tested on standard test functions used in the literature, and en-
couraging results are obtained.
2003 Elsevier B.V. All rights reserved.
Keywords: Global optimization; Tabu search; Simulated annealing; Hybrid algorithms
1. Introduction
Consider a function H ðx Þ, of a real valued vector x in a bounded search space S ¼ fx 2 Rn ;
n
a 6x 6 b ;j ¼ 1; . . . ; ng R . We consider the case of a non-convex function (as there are classical opti-
j j j
mization techniques
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