Multilocal Programming and Applications

Abstract-Parallel Stretched Simulated Annealing (PSSA) solves unconstrained multilocal programming optimization problems in distributed memory clusters, by applying the Stretched Simulated Annealing optimization method, in parallel, to multiple sub-domains of the original feasible region. This work presents coPSSA (constrained Parallel Stretched Simulated Annealing), an hybrid application that combines shared memory based parallelism with PSSA, in order to efficiently solve constrained multilocal programming problems. We devise and evaluate two different parallel strategies for the search of solutions to these problems. Evaluation results from a small set of test problems often reach superlinear speedup in the solution search time, thus proving the merit of the coPSSA parallelization approach.

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“…It is possible to prove that the sequence of solutions {x * (µ k )}, from (8), will converge to the solution x * of (1) [10], [14].…”

Section: A Penalty Methods With the L 1 Penalty Functionmentioning

confidence: 99%

“…The Stretched Simulated Annealing algorithm stops when no new optimum is identified after r consecutive runs. For more details see [14], [15].…”

Section: A Stretched Simulated Annealing (Ssa)mentioning

confidence: 99%

coPSSA - Constrained Parallel Stretched Simulated Annealing

Rufino

Pereira

Pidanič

2015

2015 25th International Conference Radioelektronika (RADIOELEKTRONIKA)

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“…The Stretched Simulated Annealing algorithm stops when no new optimum is identified after r consecutive runs. [15,16] provide more details.…”

Section: Stretched Simulated Annealingmentioning

confidence: 99%

“…Methods for solving multilocal optimization problems include evolutionary algorithms, such as genetic [1] and particle swarm [13] algorithms, and additional contributions, like [6,15,20,23,24]. Stretched Simulated Annealing (SSA) was also proposed [14], combining simulated annealing and a stretching function technique, to solve unconstrained multilocal programming problems.…”

Section: Introductionmentioning

confidence: 99%

Solving Constrained Multilocal Optimization Problems with Parallel Stretched Simulated Annealing

Pereira

Rufino

2015

Computational Science and Its Applications -- ICCSA 2015

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Abstract. Constrained multilocal programming optimization problems may be solved by solving a sequence of unconstrained problems. In turn, those unconstrained problems may be solved using techniques like the Stretched Simulated Annealing (SSA) method. In order to increase the solving performance and make possible the discovery of new optima, parallel approaches to SSA have been devised, like Parallel Stretched Simulated Annealing (PSSA). Recently, Constrained PSSA (coPSSA) was also proposed, coupling the penalty method with PSSA, in order to solve constrained problems. In this work, coPSSA is explored to solve four test problems using the l1 penalty function. The effect of the variation of the reduction factor parameter of the l1 penalty function is also studied.

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“…The SSA algorithm stops when no new optimum is identified after l consecutive runs. For more details see [15,18].…”

Section: Stretched Simulated Annealingmentioning

confidence: 99%

Solving Multilocal Optimization Problems with a Recursive Parallel Search of the Feasible Region

Pereira

Rufino

2014

Computational Science and Its Applications – ICCSA 2014

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Abstract. Stretched Simulated Annealing (SSA) combines simulated annealing with a stretching function technique, in order to solve multilocal programming problems. This work explores an approach to the parallelization of SSA, named PSSA-HeD, based on a recursive heterogeneous decomposition of the feasible region and the dynamic distribution of the resulting subdomains by the processors involved. Three PSSAHeD variants were implemented and evaluated, with distinct limits on the recursive search depth, offering different levels of numerical and computational efficiency. Numerical results are presented and discussed.

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Multilocal Programming and Applications

Cited by 7 publications

References 60 publications

coPSSA - Constrained Parallel Stretched Simulated Annealing

coPSSA - Constrained Parallel Stretched Simulated Annealing

Solving Constrained Multilocal Optimization Problems with Parallel Stretched Simulated Annealing

Solving Multilocal Optimization Problems with a Recursive Parallel Search of the Feasible Region

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