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ISSN : 2005-0461(Print)
ISSN : 2287-7975(Online)
Journal of Society of Korea Industrial and Systems Engineering Vol.33 No.3 pp.130-136
DOI :

Cauchy와 Gaussian 확률 분포를 이용한 Simulated Annealing 알고리즘

이동주, 이창용
공주대학교 산업시스템공학과

Simulated Annealing Algorithm Using Cauchy-Gaussian Probability Distributions

Dong-Ju Lee, Lee Chang-Yong
Dept. of Industrial and Systems Engineering, Kongju National University
[$AuthorMark7$]

Abstract

In this study, we propose a new method for generating candidate solutions based on both the Cauchy and the Gaussian probability distributions in order to use the merit of the solutions generated by these distributions. The Cauchy probability distribution has larger probability in the tail region than the Gaussian distribution. Thus, the Cauchy distribution can yield higher probabilities of generating candidate solutions of large-varied variables, which in turn has an advantage of searching wider area of variable space. On the contrary, the Gaussian distribution can yield higher probabilities of generating candidate solutions of small-varied variables, which in turn has an advantage of searching deeply smaller area of variable space. In order to compare and analyze the performance of the proposed method against the conventional method, we carried out experiments using benchmarking problems of real valued functions. From the result of the experiment, we found that the proposed method based on the Cauchy and the Gaussian distributions outperformed the conventional one for most of benchmarking problems, and verified its superiority by the statistical hypothesis test.

Reference