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Simulated Annealing” Algorithm PDF

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Preview Simulated Annealing” Algorithm

Minimizing Multimodal Functions of Continuous Variables htiw eht ‘Simulated Annealing” Algorithm .A ,ANAROC .M ,ISEHCRAM .C ,INITRAM dna .S ALLEDIR otutitsl rep i itiucriC .R.N.C-icinorttelE A wen labolg noitazimitpo mhtirogla rof snoitcnuf fo suounitnoc selbairav si ,detneserp devired morf eht detalumiS“ ”gnilaennA mhtirogla yltnecer decudortni ni lairotanibmoc .noitazimitpo ehT mhtirogla si yllaitnesse na evitareti modnar hcraes erudecorp htiw evitpada sevom gnola eht etanidrooc .snoitcerid It stimrep llihpu sevom rednu eht lortnoc fo a citsilibaborp ,noiretirc suht gnidnet ot diova eht tsrif lacol minima .deretnuocne ehT mhtirogla sah neeb detset tsniaga eht redleN daeM xelpmis dohtem dna tsniaga a noisrev fo evitpadA modnaR .hcraeS ehT tset snoitcnuf erew kcorbnesoR syellav dna multiminima snoitcnuf ni 2,4, dna 10 .snoisnemid ehT wen dohtem devorp ot eb erom elbailer naht eht ,srehto gnieb syawla elba ot dnif eht optimum, ro ta tsael a tniop yrev esolc ot .ti It si etiuq yltsoc mret fo noitcnuf ,snoitaulave but sti tsoc nac eb detciderp ni ,ecnavda gnidneped ylno ylthgils no eht gnitrats .tniop seirogetaC dna tcejbus :srotpircsed G.1.6. laciremuN[ :]sisylanA raenilnon-noitazimitpO -orp gramming; 3.G scitamehtaM[ fo :]gnitupmoC ytilibaborP dna citsilibaborp-scitsitatS smhtirogla gnidulcni( etnoM ;)olraC .4.G scitamehtaM[ fo :]gnitupmoC lacitamehtaM noitacifitrec-erawtfoS dna gnitset lareneG :smreT ,smhtiroglA ecnamrofreP lanoitiddA yeK sdroW dna :sesarhP labolG ,noitazimitpo citsahcots ,noitazimitpo tset snoitcnuf .1 NOITCUDORTNI ehT melborp fo gninimreted eht noitisop ni ecaps-n fo eht muminim fo a nevig noitcnuf fo n selbairav sah neeb delkcat gnisu raenilnon gnimmargorp sdohtem rof ynam ,sraey ni ecitcarp ecnis latigid sretupmoc evah neeb .elbaliava fI eht tsoc noitcnuf si ladominu ni eht fo ,tseretni eno nac esoohc gnoma ynam doog .sevitanretla emoS fo eht elbaliava noitaziminim smhtirogla tcerid( )sdohtem evlovni ylno noitcnuf ,snoitaulave hcus sa esoht fo kcorbnesoR [ ,161 ekooH dna seveeJ ,]7[ dna redleN dna daeM ,l[ .111 srehtO osla esu eht noitaulave fo eht sevitavired fo eht tsoc noitcnuf ,4[ ,5 171 dna era deredisnoc ot eb erom tneiciffe naht tcerid ;sdohtem tub yeht era osla erom detacilpmoc dna ’srohtuA :sserdda otutitsI rep i itiucriC ,R.N.C-icinorttelE aiv ’lla arepO ,aiP 11-16145 ,avoneG .ylatI noissimreP ot ypoc tuohtiw eef lla ro trap fo siht lairetam si detnarg dedivorp taht eht seipoc era ton edam ro detubirtsid rof tcerid laicremmoc ,egatnavda eht MCA thgirypoc eciton dna eht eltit fo eht noitacilbup dna sti etad ,raeppa dna eciton si nevig taht gniypoc si yb noissimrep fo eht noitaicossA rof gnitupmoC .yrenihcaM oT ypoc ,esiwrehto ro ot ,hsilbuper seriuqer a eef ro/dna cificeps .noissimrep 0 1987 MCA 0098-3500/87/0900-0262 $01.50 MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV 13, .oN 3, rebmetpeS 1987, segaP 262-280. gniziminiM ladoM-itluM snoitcnuF of suounitnoC elbairaV 263 erom denilcni ot etanimret raf from eht muminim fi eht tsoc noitcnuf si yrev -lli .denoitidnoc ,revewoH fi eht tsoc noitcnuf si ladomitlum nihtiw eht niamod fo ,tseretni eht rebmun fo elbaliava smhtirogla si decuder ot yrev .wef nI siht ,esac eht smhtirogla detouq evoba dnet ot pots ta eht tsrif muminim ,deretnuocne dna tonnac eb desu ylisae rof gnidnif eht labolg .eno ecniS a citametsys hcraes ni eht noitcnuf ,niamod ni laivirtnon ,sesac seriuqer os ynam noitcnuf snoitaulave sa ot eb ,elbacitcarpmi eno tsum yler no a detimil ,hcraes rehtie citametsys ro .modnar A elpmis dna ylediw desu euqinhcet si ot etareneg a nevig rebmun fo tnereffid stniop edisni eht noitcnuf ,niamod gnimrofrep ladominu sehcraes gnitrats from hcae fo ,meht dna gniniater eht tseb .tluser rehtO sdohtem rof modnar labolg noitazimitpo era detroper ni ,9,3,2[ ,31 .141 rednU dlim snoitidnoc no eht tset ,snoitcnuf eseht citsahcots sdohtem eetnaraug citotpmysa ecnegrevnoc ot eht labolg mumitpo sa eht rebmun fo elpmas stniop .sesaercni llA fo eseht seuqinhcet era tneiciffe ni eht esac fo snoitcnuf htiw a wef lacol ;aminim ,tub ni ,ecitcarp ynam noitazimitpo smelborp laed htiw a egral rebmun fo selbairav pu( ot snet ro )sderdnuh ro/dna a yrev egral rebmun fo lacol aminim taht si netfo na gnisaercni noitcnuf fo eht rebmun fo .selbairav nI siht ,noitautis lanoitidart sdohtem reffo wol ycneiciffe dna detimil .ytilibailer ,yltneceR a labolg noitazimitpo mhtirogla dellac detalumiS gnilaennA )AS( ]8[ sah neeb desoporp ni eht aera fo lairotanibmoc ,noitazimitpo taht ,si nehw eht tsoc noitcnuf si denifed ni a etercsid .niamod sihT dohtem si detroper ot mrofrep llew ni eht ecneserp fo a yrev hgih rebmun fo selbairav neve( snet fo )sdnasuoht ,8[ ,51 .181 tI si desab no modnar snoitaulave fo eht tsoc ,noitcnuf ni hcus a yaw taht snoitisnart tuo fo a lacol muminim era .elbissop tI seod ton ,eetnaraug fo ,esruoc ot dnif eht labolg ,muminim tub fi eht noitcnuf sah ynam doog -raen lamitpo ,snoitulos ti dluohs dnif .eno nI ,ralucitrap siht dohtem si elba ot etanimircsid neewteb ssorg“ ”roivaheb fo eht noitcnuf dna renif ”.selknirw“ ,tsriF ti sehcaer na aera ni eht noitcnuf ereh wniamod a labolg muminim dluohs eb ,tneserp gniwollof eht ssorg roivaheb ylevitcepserri fo llams lacol aminim dnuof no eht .yaw tI neht spoleved renif ,sliated gnidnif a ,doog lamitpo-raen lacol ,muminim fi ton eht labolg muminim .flesti nI eht tneserp krow ew esoporp emos snoitacifidom ot siht ,mhtirogla ni redro ot ylppa ti ot eht noitazimitpo fo snoitcnuf denifed ni a suounitnoc .niamod tI si htrow gniton taht eseht snoitcnuf od ton deen ot eb htooms ro neve suounitnoc ni rieht .niamod ehT mhtirogla si deziretcarahc yb eht deen rof a rebmun fo noitcnuf ,snoitaulave yllausu tuoba eerht edutingam-fo-sredro retaerg naht taht ylnommoc deriuqer rof a elgnis nur fo ladominu .smhtirogla ,sselehtreveN ni eht esac fo yrev denoitidnoc-lli tsoc snoitcnuf htiw sdnasuoht ro snoillim fo lacol ,aminim hcus gib lanoitatupmoc troffe sdael ot retteb stluser naht eht modnar ro citametsys esu fo a lanoitidart noitazimitpo mhtirogla rof sa ynam semit sa ti sekat ot make eht latot rebmun fo noitcnuf snoitaulave lauqe ot .AS ,revoeroM eht tsoc fo citamotua noitatupmoc si gnimoceb rewol dna ,rewol dna hcus lanoitatupmoc sksat era gnimoceb .elbadroffa nI noitceS ,3 ew ecudortni emos ladomitlum tset snoitcnuf taht era tluciffid ot ,eziminim gnivah a rebmun fo lacol aminim retaerg naht ”01 ni rieht niamod fo .tseretni nI noitceS ,4 ruo AS mhtirogla si detset tsniaga eht redleN dna daeM MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 462 .A ,anaroC .M ,isehcraM .C ,initraM dna .S allediR l xelpmis dohtem dna tsniaga eht evitpadA“ modnaR ”hcraeS citsahcots .dohtem ehT tset snoitcnuf desu era htob eht lanoitidart kcorbnesoR syellav dna eht ladomitlum snoitcnuf detouq .evoba ehT stluser deniatbo era yllacitirc ,dezylana dna snoitseggus era edam rof erutuf .hcraeser .2 DOHTEM teL x eb a rotcev ni ”R dna ,1x( ,2x . . . , ),x sti .stnenopmoc teL )x(f eb eht noitcnuf ot eziminim dna tel la < 1x < ,lb . . . , ,a < ,n < ,b eb sti n ,selbairav f hcae gnignar ni a ,etinif suounitnoc .lavretni seod ton deen ot eb suounitnoc tub ti tsum eb .dednuob ruO AS mhtirogla si yllacitamehcs nwohs eru ginFi .1 tI sdeecorp :ylevitareti gnitratS from a nevig tniop ,0x ti setareneg a noisseccus fo :stniop ,0x ,lx . . . , ,iX e . * gnidnet ot eht labolg muminim fo eht tsoc .noitcnuf weN etadidnac stniop era detareneg dnuora eht tnerruc tniop ix gniylppa modnar sevom gnola hcae etanidrooc ,noitcerid ni .nrut ehT wen etanidrooc seulav era ylmrofinu detubirtsid ni slavretni deretnec dnuora eht gnidnopserroc etanidrooc fo .ix flaH eht ezis fo eseht slavretni gnola hcae etanidrooc si dedrocer ni eht pets rotcev .v fI eht tniop sllaf edistuo eht noitinifed niamod ,ffo a wen tniop si ylmodnar detareneg litnu a tniop gnignoleb ot eht noitinifed niamod si .dnuof A etadidnac tniop x ’ si detpecca ro detcejer gnidrocca ot eht siloporteM noiretirc :]ol[ fI fA a ,0 neht tpecca eht wen :tniop 1+iX = ’X esle tpecca eht wen tniop htiw :ytilibaborp fA(p 1 = )T/fA-dxe f f erehw fA = )’x( - )ix( dna T si a retemarap dellac .erutarepmet tA a dexif eulav fo T eht noisseccus fo stniop ,0x ,1x . . . , ,ix . . . si ton ,llihnwod tpecxe nehw T = .0 roF seulav fo T egral derapmoc ot eht naem eulav fo ] f )hx( f - )kx( ] hx( dna kx era stniop ylmodnar nesohc edisni eht noitinifed niamod fo f) tsomla wen stniop era detpecca dna eht noisseccus si a modnar gnilpmas off. ehT AS mhtirogla strats ta emos ”hgih“ erutarepmet oT nevig yb eht .resu A ecneuqes fo stniop si neht detareneg litnu a tros fo ”muirbiliuqe“ si ;dehcaorppa taht si a ecneuqes fo stniop ix esohw egareva eulav ffo sehcaer a elbats eulav sa i .sesaercni gniruD siht esahp eht pets rotcev ,v si yllacidoirep detsujda ot retteb wollof eht noitcnuf .roivaheb ehT tseb tniop dehcaer si dedrocer sa .tpox retfA lamreht ,noitarbiliuqe eht erutarepmet T si decuder dna a wen ecneuqes fo sevom si edam gnitrats from ,~,,,,x litnu lamreht muirbiliuqe si dehcaer ,niaga dna os .no ehT ssecorp si deppots ta a erutarepmet wol hguone taht on erom lufesu tnemevorpmi nac eb ,detcepxe gnidrocca ot a gnippots noiretirc taht ew lliw ebircsed .retal ehT AS noitazimitpo mhtirogla nac eb deredisnoc suogolana ot eht lacisyhp ssecorp yb hcihw a lairetam segnahc etats elihw gniziminim sti ygrene ,8[ .181 A ,wols luferac gnilooc sgnirb eht lairetam ot a ylhgih ,deredro enillatsyrc etats fo tsewol .ygrene A dipar gnilooc daetsni sdleiy stcefed dna ekil-ssalg snoisurtni edisni eht .lairetam morF na noitazimitpo tniop fo ,weiv na evitareti hcraes gnitpecca ylno wen stniop htiw tsewol noitcnuf seulav si ekil yldipar gnihcneuq a lacisyhp metsys ta MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 gniziminiM ladoM-itluM snoitcnuF fo suounitnoC elbairaV 562 l I ezilaitinI sretemarap I mrofreP a elcyc of modnar ,sevom hcae gnola eno etanidrooc .noitcerid tpeccA or tcejer hcae tniop gnidrocca to the siloporteM .noiretirc droceR eht mumitpo tniop dehcaer os far. l no I* teS tnerruc tniop to eht .mumitpo .giF 1. ehT AS noitaziminim .mhtirogla orez :erutarepmet tI si yrev ylekil ot teg kcuts ni a ,elbatsatem lacol .muminim nO eht ,yrartnoc AS stimrep llihpu sevom rednu eht lortnoc fo a erutarepmet .retemarap tA rehgih erutarepmet ylno eht ssorg roivaheb fo eht tsoc noitcnuf si tnaveler ot eht .hcraes sA erutarepmet ,sesaerced renif sliated nac eb depoleved ot teg a doog lanif .tniop elihW eht ytilamitpo fo eht lanif tniop tonnac eb MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 662 .A ,anaroC .M ,isehcraM .C ,initraM dna .S allediR l ,deetnaraug eht dohtem si elba ot deecorp drawot retteb aminim neve ni eht ecneserp fo ynam lacol .aminim A deliated noitpircsed fo eht mhtirogla .swollof petS 0 )noitazilaitinI( esoohC A gnitrats tniop .0x A gnitrats pets rotcev .ov A gnitrats erutarepmet .oT A gnitanimret noiretirc E dna a rebmun fo evisseccus erutarepmet snoitcuder ot tset rof noitanimret .,N A tset rof pets noitairav sN dna a gniyrav noiretirc .c A tset rof erutarepmet noitcuder TN dna a noitcuder tneiciffeoc .Tr teS ,i j, m, k ot .0 i si eht xedni gnitoned evisseccus ,stniop j setoned evisseccus selcyc gnola yreve ,noitcerid m sebircsed evisseccus pets ,stnemtsujda dna k srevoc evisseccus erutarepmet .snoitcuder teS h ot .1 h si eht xedni gnitoned eht noitcerid gnola hcihw eht lairt tniop si ,detareneg gnitrats from eht tsal detpecca .tniop etupmoC .f = .)ox(f teS tpox = ,0x tpof = .of teS ,n = ,0 u = ,1 . . . , .n teS *uf = ,of u = ,0 ,1- . . . , ,N- + .1 petS 1 gnitratS from eht tniop ,ix etareneg a modnar tniop ’x gnola eht noitcerid :h ’x +.x= I ur hm e h erehw r si a modnar rebmun detareneg ni eht egnar ,1-[ ]l yb a modnaroduesp rebmun ;rotareneg he si eht rotcev fo eht hth etanidrooc ;noitcerid dna ,,,,,v si eht tnenopmoc fo eht pets rotcev ,v gnola eht emas .noitcerid petS 2 ,f fI eht hth etanidrooc fo ’x seil edistuo eht noitinifed niamod fo taht ,si fi xx C ha ro xx > ,hb neht nruter ot pets .1 petS 3 etupmoC f' = f .)'x( fI f' < pif neht tpecca eht wen :tniop 1+iX = ,’X l+iftes = f', dda 1 ot ,i dda 1 ot ;hn fi f' < fopt, neht tes tpox = ,’x fopt = f'. ;fidne MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 gniziminiM ladoM-itluM snoitcnuF of suounitnoC elbairaV 762 esle f( ’ )if> tpecca ro tcejer eht tniop htiw ecnatpecca pytilibaborp siloporteM( :)evom pxe=p +‘ . ( ) nI ,ecitcarp a modnaroduesp rebmun p ’ si detareneg ni eht egnar ,0[ ]l dna si derapmoc htiw .p fI <’p ,p eht tniop si ,detpecca esiwrehto ti si .detcejer nI eht esac fo :ecnatpecca tes 1+iX = ,’X l+iftes ,’f= dda 1 to ,i dda 1 to nh. petS 4 ddA 1 ot .h fI h c ,n neht otog pets 1; esle tes h ot 1 dna dda 1 to .j petS 5 fI j < ,sN neht otog pets ;1 esle etadpu eht pets rotcev :,v rof hcae noitcerid u we neht pets rotcev tnenopmoc ;v si v=’u u fi ,n > ,,N6.0 % :v = fi ,n < ,,N4.0 1 + c 4.0 - ,N/,n u 4.0 :u = ,nru .esiwrehto teS ]+,v = v ,‘ tes j ot ,0 tes ,n ot ,0 u = ,1 . . . , ,n dda 1 ot m. ehT mia fo eseht snoitairav ni pets htgnel si ot niatniam eht egareva egatnecrep fo detpecca sevom ta tuoba flah-eno fo eht latot forebmun .sevom ehT rehtar detacilpmoc alumrof desu si dessucsid ta eht dne fo siht .retpahc ehT ,c retemarap slortnoc eht pets noitairav gnola hcae htu .noitcerid petS 6 fI m < ,TN neht og ot pets ;1 ,esle ti si emit ot ecuder eht erutarepmet :kT tes ,+kT = Tr . ,kT f X = ,if tes dda 1 ot k, tes m ot .0 MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 862 9 .A ,anaroC .M ,isehcraM .C ,initraM dna .S allediR tI si htrow gniton taht a erutarepmet noitcuder srucco yreve sN . TN selcyc fo sevom gnola yreve noitcerid dna retfa TN pets .stnemtsujda petS 7 gnitanimret( )noiretirc :fI ,~<luPf-:fI ,...,l=u ,N *kf - tpof Q 6 neht pots eht ;hcraes :esle dda 1 ot ,i tes iX = ,tpoX tes fi = .tpof oG ot pets .1 elbanosaeR ,seulav dnuof retfa emos tset ,snoitazimitpo fo eht sretemarap taht lortnoc eht detalumis gnilaenna era sN = .02 TN = ,OOl(xam 5 * .)n = ,2 i = ,1 . * . f *zI iC ,N = .4 Tr = .58.0 petS .stnemtsujdA nI etnoM olraC snoitalumis fo sdiulf gnisu eht siloporteM ,hcaorppa wen snoitarugifnoc era ,detareneg gniyrt ot niatniam a :1 1 etar neewteb detpecca dna detcejer snoitarugifnoc .]ol[ A rewol etar snaem taht oot ynam sevom era ,detcejer suht gnitsaw lanoitatupmoc .troffe A rehgih etar snaem taht lairt snoitarugifnoc era oot esolc ot eht gnitrats ,seno suht gnivah a llams ecnereffid ni ygrene derapmoc ot eht .erutarepmet sihT seilpmi taht eht detpecca snoitarugifnoc evlove oot ,ylwols niaga gnitsaw lanoitatupmoc .troffe ehT emas noiretirc si desu yb ruo AS .mhtirogla morF na noitazimitpo tniop fo ,weiv a hgih rebmun fo detpecca sevom htiw tcepser ot detcejer seno snaem taht eht noitcnuf si derolpxe htiw oot llams .spets nO eht ,yrartnoc a hgih rebmun fo detcejer sevom snaem taht wen lairt stniop era detareneg oot raf from eht tnerruc .tniop A :1 1 etar neewteb detpecca dna detcejer sevom snaem taht eht mhtirogla si gniwollof eht noitcnuf“ ”roivaheb .llew nI ruo AS ,mhtirogla lairt stniop era detareneg gnola hcae etanidrooc noitcerid ni ,nrut yltnednepedni from eht rehto .snoitcerid A pets rotcev v sdrocer eht mumixam stnemercni elbissop gnola hcae noitcerid dna si detsujda yreve htsN evom ot eht :1 1 oitar detouq .evoba roF eht sake fo ,yticilpmis tel su sucof no eno etanidrooc ,noitcerid yas .u ehT rebmun fo detpecca sevom gnola eht sixa-u ecnis eht tsal pets tnemtsujda si .,n ehT oitar n = sN/,n si erofereht detcirtser ot eht lavretni ,0[ .11 We enifed sa )n(g eht tneiciffeoc ot eb deilpitlum yb Uu ni redro ot niatbo eht wen pets Eu gnola eht .sixa-u fI n = ,5.0 eht :1 1 oitar si deifirev sa sdrager sevom gnola eht u ,noitcerid dna ,U deen ton ot eb :deifidom )5.O(g = .1 MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 gniziminiM ladoM-itluM snoitcnuF fo suounitnoC elbairaV l 962 fI lla eht sevom era ,detpecca n = .1 nI siht esac eht pets htgnel si deilpitlum a rotcaf c retaerg naht :1 )1(g = .c roF eht sake fo ,yticilpmis dna ot evreserp a niatrec eerged fo ,yrtemmys ni eht esac taht lla sevom erew detcejer ew dediced ot edivid eht pets yb eht emas rotcaf :c )0(g = .c/l elbissoP seicnedneped fo g sa a noitcnuf fo n era nwohs ni serugiF )a(2 dna .)b(2 ehT remrof si ylpmis a esiweceip thgiarts .enil ehT rettal si a thgiarts enil rof n > .5.0 nI eht lavretni ,0[ ,]5.0 )n(g si a alobrepyh deniatbo yb gnidivid 1 yb eht eulav fo eht gnidnopserroc thgiarts enil fo erugiF .)a(2 We edam emos snosirapmoc neewteb eseht dna rehto elbissop snoitcnuf .)n(g ,yllautcA eht mhtirogl aAS ecnamrofrep sdneped hcum erom nopu eht eulav fo c naht no eht noitcnuf ,)n(g dedivorp taht ti si ylbanosaer devaheb dna gnirebmemer taht )5.0(g tsum eb lauqe ot .1 ,yllautnevE ew dediced ot tpoda eht noitcnuf nwohs ni erugiF ,3 hcihw sdnopserroc ot eht alumrof nevig ni petS 5 fo eht AS mhtirogla ,noitpircsed htiw eht snoitpmussa ,n,n sN ’ .,c+l=c gnisU siht ,alumrof eht pets htgnel si erom elbats naht gnisu eht snoitcnuf nwohs ni erugiF ,2 dna llams snoitaived from eht lamitpo :1 1 etar neewteb detpecca dna detcejer sevom od ton egnahc eht pets .htgnel tseT snur demrofrep ni 2 snoisnemid dewohs taht eht muminim latot rebmun fo noitcnuf snoitaulave ta hcae erutarepmet dedeen ot dne ni eht labolg muminim si tuoba 01 tnecrep rewol gnisu eht alumrof fo erugiF 3 naht htiw eht rehto .seciohc ehT gnitrats erutarepmet dna eht erutarepmet noitcuder tneiciffeoc erew eht emas rof lla .stset nI 4 dna 01 snoisnemid ereht saw on tnacifingis ecnereffid neewteb eht salumrof fo serugiF 2 dna .3 .3 TSET SNOITCNUF oT tset eht detalumis gnilaenna mhtirogla debircsed evoba rof snoitcnuf fo suounitnoc ,selbairav ew evah desu htob ,lacissalc cinotonom tset snoitcnuf dna aminimitlum tset snoitcnuf yletairporppa .detcurtsnoc ehT tsrif etisiuqer fo a labolg noitazimitpo mhtirogla si eht ytilibapac ot dnif eht muminim fo ladominu tsoc ,snoitcnuf hguohtla denoitidnoc-lli dna tluciffid ot .eziminim We evah nesohc eht kcorbnesoR lacissalc tset noitcnuf ,21[ ,161 ni 2 dna 4 :snoisnemid ,lX(2f )2x = 2x(001 ”)9x- - 1( - ,2)1x 3 )4tI,3X,2c3,lc1(i‘f = -23X-r+kx(001kC 1( .Y/x- 1 esehT devruc yellav snoitcnuf era deedni a drah tset rof yreve noitaziminim .mhtirogla MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 270 .A ,anaroC .M ,isehcraM .C ,initraM dna .S allediR l 3 2 1 1 C 0 0 5.0 'n 4( lc - 3- 2- l- 1, C 0-r 0 5.0 ’n )b( .giF 2. owT elbissop noitacilpitlum srotcaf .)n(g MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891 gniziminiM ladoM-itluM snoitcnuF fo suounitnoC elbairaV . 7172 g 3 2 1 0 0.5 .giF 3. ehT noitacilpitlum factor detpoda ni eht AS mhtirogla .detneserp gnidrageR ladomitlum ,snoitcnuf ew evah detcurtsnoc a ylimaf of tset snoitcnuf ,q denifed ni a detimil ,niamod taht era yrev elpmis ot etupmoc dna niatnoc a yrev hgih rebmun of .aminim esehT snoitcnuf era deniatbo yb gninifed a ,raluger ralugnatcer dirg ni eht ”R ecaps dna a tes of ,nepo ,gnippalrevonon ralugnatcer ,sniamodbus hcae deretnec dnuora a edon of eht .dirg ehT noitinifed niamod of eht noitcnuf )x(nq of n selbairav si a ralugnatcer niamodbus of ”R deretnec ta eht nigiro dna gnidulcni lareves sedon of eht .dirg ehT noitcnuf ,,q si a diolobarap htiw sexa lellarap ot eht etanidrooc ,snoitcerid tpecxe edisni eht nepo sniamodbus detic ,evoba erehw ti si tnatsnoc htiw a eulav rewol naht eht tsewol eulav of ,,q detupmoc no eht yradnuob of hcae .niamodbus esehT sniamodbus era ekil a tes of ralugnatcer ”,seloh“ gnitneserper lacol aminim of nq dna gnicudortni gnorts seitiunitnocsid ni eht .noitcnuf ehT etulosba muminim of eht snoitcnuf q seil ni eht nigiro dna sah eulav .0 ehT rebmun of lacol aminim sdneped no eht noisnemid of eht dirg pets gnola hcae sixa dna no eht rebmun of .sexa ehT ssentalf of eht noitcnuf edisni eht ,sniamod erehw ti stneserp lacol ,aminim si osla lufesu rof gnirewol eht noitcnuf noitaulave ,tsoc ,ecnis ecno eht noitcnuf sah neeb detaulave ta a lacol ,muminim tneuqesbus snoitaulave evitaler ot eht emas niamodbus nac eb edam ta tsomla on artxe .tsoc A lamrof noitinifed of eht cireneg tset noitcnuf ,,q si eht .gniwollof teL Df eb eht niamod of noitinifed of eht noitcnuf nq ni :ecaps-n .);WI~a;,a~,x~~,u-,...,la~lx~la--:”Wj~x~~fD MCA snoitcasnarT no lacitamehtaM ,erawtfoS .loV ,31 .oN ,3 rebmetpeS .7891

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It is quite costly in term of function evaluations, but its cost can be predicted in Other methods for random global optimization are reported in [2,3,9, 13, 141 complicated formula used is discussed at the end of this chapter. The c
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