Class HedarFukushimaTransform

  • All Implemented Interfaces:
    Simplex.TransformFactory, OptimizationData

    public class HedarFukushimaTransform
    extends Object
    implements Simplex.TransformFactory
    DSSA algorithm. Described in
    Abdel-Rahman Hedar and Masao Fukushima (2002), Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization , Optimization Methods and Software, 17:5, 891-912, DOI: 10.1080/1055678021000030084

    A note about the "shrink" factor: Per DSSA's description, the simplex must keep its size during the simulated annealing (SA) phase to avoid premature convergence. This assumes that the best candidates from the SA phase will each subsequently serve as starting point for another optimization to hone in on the local optimum. Values lower than 1 and no subsequent "best list" search correspond to the "SSA" algorithm in the above paper.