Direct search versus simulated annealing on two high dimensional problems

Authors:
David R. Easterling;Layne T. Watson;Michael L. Madigan
Affiliations:
Virginia Polytechnic Institute and State University, Blacksburg, Virginia;Virginia Polytechnic Institute and State University, Blacksburg, Virginia;Virginia Polytechnic Institute and State University, Blacksburg, Virginia
Venue:
Proceedings of the 19th High Performance Computing Symposia
Year:
2011

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Abstract

Two global optimization problems with high dimensionality and many local minima are investigated with two different optimization algorithms: DIRECT and simulated annealing. The problems include a difficult biomechanics problem with a great deal of experimental noise and a deterministic integer programming problem with a known global minimum.