H. Edwin Romeijn, Zelda B. Zabinsky, Douglas L. Graesser, Sudipto Neogi
A new reflection generator for simulated annealing in mixed integer/continuous global optimization

To reduce the well-known problem of jamming in global optimization algorithms, we propose a new generator for the simulated annealing algorithm based on the idea of reflection. Furthermore, we give conditions under which the sequence of points generated by this simulated annealing algorithm converges in probability to the global optimum for mixed integer/continuous global optimization problems. Finally, we present numerical results on some artificial testproblems as well as a composite structural design problem.