Comparative analysis of the cutting angle and simulated annealing methods in global optimization

Abstract

This article presents a comparative analysis of two methods of global optimization: the simulated annealing method and a method based on a combination of the cutting angle method and a local search. This analysis is carried out using results of numerical experiments. These results demonstrate that the combined method is more effective than the simulated annealing method.

Keywords:

• Global optimization
• The simulated annealing method
• The cutting angle method
• Lipschitz programming
• Mathematics Subject Classifications 2000: 68W40
• 65K05
• 49M37
• 90C30

Acknowledgment

The authors would like to thank the two anonymous referees whose comments have improved this article.