HYBRID SIMULATED ANNEALING AND DIRECT SEARCH METHOD FOR NONLINEAR UNCONSTRAINED GLOBAL OPTIMIZATION Abdel-Rahman Hedar and Masao Fukushima Speaker : UFO.

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Presentation transcript:

HYBRID SIMULATED ANNEALING AND DIRECT SEARCH METHOD FOR NONLINEAR UNCONSTRAINED GLOBAL OPTIMIZATION Abdel-Rahman Hedar and Masao Fukushima Speaker : UFO

Outline 2  Introduction  Simple direct search (SDS)  Simplex simulated annealing (SSA)  Direct search simulated annealing(DSSA)  Experimental results  conclusion

Introduction 3  This paper suggest a Simple Direct Search method  SDS is still a local search method  hybridize SDS with the standard simulated annealing called Simplex Simulated Annealing (SSA) method  Apply Nelder-Mead method on the best solutions to obtain faster convergence

Simple Direct Search (SDS) 4

5

6

Simplex simulated annealing (SSA) 7

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Direct search simulated annealing(DSSA) 9

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Direct search simulated annealing(DSSA) 11

Numerical results 12

Numerical results 13

Numerical results 14

Numerical results 15

Thank you!! END 16