改进的单纯形模拟退火算法

Improved simplex method and simulated annealing method

SMSA(单纯形模拟退火)算法针对单纯形和模拟退火算法的优缺点,将两种算法有机地结合起来,充分利用单纯形算法收敛速度快以及模拟退火算法的随机突跳,不易陷入局部极小点的特性.两种算法结合,互相补充不足,大大提高算法的效率,并削弱了对参数选择的苛刻性.

Aim at the advantage and disadvantage of SMSA （ simplex method and simulated annealing method ）, the simulated simplex annealing method is a perfect generalization of the two different methods. It takes use of the peculiarity of simulated annealing method that can get away partial lowest points at random. And the speedy convergence capability of simplex method, make the two methods mutually complete each other and maximal raise the algorithm efficiency, and dispel the harsh terms of parameters selection.