An Improved Simulated Annealing Algorithm for Optimal Design
Abstract A new algorithm based on the simulated annealing (SA) optimization algorithm is presented. This approach, simulated annealing with random search iterative improvement (SAWI), essentially initiates the SA process to locate the neighborhood of the global optimum. Prior to the convergence of SA, the algorithm switches to random search iterative improvement, a local search method, to converge to the optimum. The key to the effectiveness of SAWI is identifying when the premature termination of SA should occur. This paper presents the results of a parametric study conducted on the transition parameter, illustrating the effects of delayed and premature transition to the local search method, on the final solution. Two examples are presented and discussed to illustrate the efficacy of the algorithm. The results of these examples demonstrate that SAWI makes significant reductions in computation time while maintaining the simplicity of the original SA algorithm and without loss in quality of solution.