基于多重网格的模拟退火算法  

Simulated annealing based on multigrid

作　　者：陶庆云[1] 

机构地区：[1]湖南文理学院数学与计算科学学院,湖南常德415000

出　　处：《湖南文理学院学报（自然科学版）》2013年第4期8-11,共4页Journal of Hunan University of Arts and Science(Science and Technology)

摘　　要：为了提高模拟退火算法的收敛速度,提出了一种基于多重网格的模拟退火算法(SAM),用于求解高维函数优化问题,并分析了其收敛性.13个著名的测试函数对SAM算法进行数值实验,结果表明SAM算法具有良好的搜索能力和收敛速度.Multigrid methods have been proven to be an efficient approach in accelerating the convergence rate of numerical algorithms for solving partial differential equations. In order to accelerate the convergence rate of simulated annealing, a novel simulated annealing based on multigrid is proposed and its convergence is proven. The algorithm is tested on a set of 13 well-known benchmark functions. Experiment results demonstrate that multigrid methods can accelerate the convergence rate of Simulated Annealing, and improve their performance.

关 键 词：模拟退火算法 多重网格法 函数优化问题 

分 类 号：O241.8[理学—计算数学]