Generalized Simulated Annealing Algorithm for Matlab

Many problems in biology, physics, mathematics, and engineering, demand the determination of the global optimum of multidimensional functions. Simulated annealing is a meta-heuristic method that solves global optimization problems. There are three types of simulated annealing: i) classical simulated...

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Autores:
Wilches Visbal, Jorge Homero
Martins Da Costa, Alessandro
Tipo de recurso:
Fecha de publicación:
2019
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
spa
OAI Identifier:
oai:repository.eafit.edu.co:10784/17659
Acceso en línea:
http://hdl.handle.net/10784/17659
Palabra clave:
Simulated annealing
Efficiency
Optimization
GSA
Matlab
Recocido simulado
Optimización
Eficiencia
GSA
Matlab
Rights
License
Copyright © 2019 Jorge Homero Wilches Visbal, Alessandro Martins Da Costa
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dc.title.eng.fl_str_mv Generalized Simulated Annealing Algorithm for Matlab
dc.title.spa.fl_str_mv Algoritmo de recocido simulado generalizado para Matlab
title Generalized Simulated Annealing Algorithm for Matlab
spellingShingle Generalized Simulated Annealing Algorithm for Matlab
Simulated annealing
Efficiency
Optimization
GSA
Matlab
Recocido simulado
Optimización
Eficiencia
GSA
Matlab
title_short Generalized Simulated Annealing Algorithm for Matlab
title_full Generalized Simulated Annealing Algorithm for Matlab
title_fullStr Generalized Simulated Annealing Algorithm for Matlab
title_full_unstemmed Generalized Simulated Annealing Algorithm for Matlab
title_sort Generalized Simulated Annealing Algorithm for Matlab
dc.creator.fl_str_mv Wilches Visbal, Jorge Homero
Martins Da Costa, Alessandro
dc.contributor.author.spa.fl_str_mv Wilches Visbal, Jorge Homero
Martins Da Costa, Alessandro
dc.contributor.affiliation.spa.fl_str_mv Universidad del Magdalena
dc.subject.keyword.eng.fl_str_mv Simulated annealing
Efficiency
Optimization
GSA
Matlab
topic Simulated annealing
Efficiency
Optimization
GSA
Matlab
Recocido simulado
Optimización
Eficiencia
GSA
Matlab
dc.subject.keyword.spa.fl_str_mv Recocido simulado
Optimización
Eficiencia
GSA
Matlab
description Many problems in biology, physics, mathematics, and engineering, demand the determination of the global optimum of multidimensional functions. Simulated annealing is a meta-heuristic method that solves global optimization problems. There are three types of simulated annealing: i) classical simulated annealing; ii) fast simulated annealing and iii) generalized simulated annealing. Among them, generalized simulated annealing is the most efficient. Matlab is one of the most widely software used in numeric simulation and scientific computation. Matlab optimization toolbox provides a variety of functions able to solve many complex problems. In this article, the generalized simulated annealing method was described, the GSA function that contains this method was applied to some mathematical problems were solved in order to evaluate the efficiency of GSA with respect to some of Matlab optimization functions. As a result, it was found that the GSA function not only manages to be effective in its convergence to the global optimum but also it does so quickly. Likewise, it was observed that, in general terms, GSA was more efficient than the functions with which it was compared. Therefore, it can be concluded that the GSA function is a novel and effective alternative for addressing optimization problems using Matlab.
publishDate 2019
dc.date.issued.none.fl_str_mv 2019-11-29
dc.date.available.none.fl_str_mv 2020-09-04T16:41:30Z
dc.date.accessioned.none.fl_str_mv 2020-09-04T16:41:30Z
dc.date.none.fl_str_mv 2019-11-29
dc.type.eng.fl_str_mv article
info:eu-repo/semantics/article
publishedVersion
info:eu-repo/semantics/publishedVersion
dc.type.coarversion.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
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dc.type.local.spa.fl_str_mv Artículo
status_str publishedVersion
dc.identifier.issn.none.fl_str_mv 1794-9165
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10784/17659
identifier_str_mv 1794-9165
url http://hdl.handle.net/10784/17659
dc.language.iso.none.fl_str_mv spa
language spa
dc.relation.isversionof.none.fl_str_mv https://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/5564
dc.relation.uri.none.fl_str_mv https://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/5564
dc.rights.eng.fl_str_mv Copyright © 2019 Jorge Homero Wilches Visbal, Alessandro Martins Da Costa
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.local.spa.fl_str_mv Acceso abierto
rights_invalid_str_mv Copyright © 2019 Jorge Homero Wilches Visbal, Alessandro Martins Da Costa
Acceso abierto
http://purl.org/coar/access_right/c_abf2
dc.format.none.fl_str_mv application/pdf
dc.coverage.spatial.none.fl_str_mv Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees
dc.publisher.spa.fl_str_mv Universidad EAFIT
dc.source.spa.fl_str_mv Ingeniería y Ciencia, Vol. 15, Núm. 30 (2019)
institution Universidad EAFIT
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spelling Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees2019-11-292020-09-04T16:41:30Z2019-11-292020-09-04T16:41:30Z1794-9165http://hdl.handle.net/10784/17659Many problems in biology, physics, mathematics, and engineering, demand the determination of the global optimum of multidimensional functions. Simulated annealing is a meta-heuristic method that solves global optimization problems. There are three types of simulated annealing: i) classical simulated annealing; ii) fast simulated annealing and iii) generalized simulated annealing. Among them, generalized simulated annealing is the most efficient. Matlab is one of the most widely software used in numeric simulation and scientific computation. Matlab optimization toolbox provides a variety of functions able to solve many complex problems. In this article, the generalized simulated annealing method was described, the GSA function that contains this method was applied to some mathematical problems were solved in order to evaluate the efficiency of GSA with respect to some of Matlab optimization functions. As a result, it was found that the GSA function not only manages to be effective in its convergence to the global optimum but also it does so quickly. Likewise, it was observed that, in general terms, GSA was more efficient than the functions with which it was compared. Therefore, it can be concluded that the GSA function is a novel and effective alternative for addressing optimization problems using Matlab.Muchos problemas en física, matemáticas e ingeniería, demandan la determinación del óptimo global de funciones multidimensionales. El recocido simulado es un método metaheurístico que tiene por objeto dar solución a problemas de optimización global. Existen tres tipos de recocido simulado: i) recocido simulado clásico; ii) recocido simulado rápido y iii) recocido simulado generalizado. De entre estos, el recocido simulado generalizado es demostradamente el más eficiente. Matlab, uno de los softwares más ampliamente usados en simulación numérica y programación científica, dispone de una caja de herramientas con funciones basadas tanto en métodos determinísticos como estocásticos capaces de resolver una gran cantidad de problemas de optimización. En este artículo se describió el método de recocido simulado generalizado, se elaboró la función GSA que alberga este método y se aplicó en algunos problemas matemáticos que permitieron evaluar la eficiencia de GSA respecto de algunas funciones de optimización de Matlab. Como resultado, se obtuvo que la función GSA no solo consigue ser efectiva en su convergencia al óptimo global sino que, además, lo hace con rapidez. Así mismo se observó que, en lineas generales, GSA fue más eficiente que las funciones con las que fue comparada. Por tanto, puede concluirse que la función GSA es en una alternativa novedosa y efectiva para el abordaje de problemas de optimización utilizando Matlab.application/pdfspaUniversidad EAFIThttps://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/5564https://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/5564Copyright © 2019 Jorge Homero Wilches Visbal, Alessandro Martins Da CostaAcceso abiertohttp://purl.org/coar/access_right/c_abf2Ingeniería y Ciencia, Vol. 15, Núm. 30 (2019)Generalized Simulated Annealing Algorithm for MatlabAlgoritmo de recocido simulado generalizado para Matlabarticleinfo:eu-repo/semantics/articlepublishedVersioninfo:eu-repo/semantics/publishedVersionArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Simulated annealingEfficiencyOptimizationGSAMatlabRecocido simuladoOptimizaciónEficienciaGSAMatlabWilches Visbal, Jorge HomeroMartins Da Costa, AlessandroUniversidad del MagdalenaIngeniería y Ciencia1530117140THUMBNAILminaitura-ig_Mesa de trabajo 1.jpgminaitura-ig_Mesa de trabajo 1.jpgimage/jpeg265796https://repository.eafit.edu.co/bitstreams/57447c87-d82f-4f04-8673-cf4f8f211c03/downloadda9b21a5c7e00c7f1127cef8e97035e0MD51ORIGINALdocument - 2020-09-21T084108.840.pdfdocument - 2020-09-21T084108.840.pdfTexto completo PDFapplication/pdf914184https://repository.eafit.edu.co/bitstreams/8a5da59a-4b5b-4088-a904-1e1340067020/download2351377d2df4015c182270eb96317099MD52articulo - copia (6).htmlarticulo - copia (6).htmlTexto completo HTMLtext/html375https://repository.eafit.edu.co/bitstreams/13491656-447a-4206-a93c-9d4bf7b98291/download3a36b6230dd8581f3fb4cfc0475a2056MD5310784/17659oai:repository.eafit.edu.co:10784/176592020-09-21 08:42:20.718open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co