Shrinking neighborhood evolution : a novel stochastic algorithm for numerical optimization

Focusing on the conditions that an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. The principle is discussed in the theoretical model of DSZ algorithm, from which we present the practical model of DSZ algorithm. Practical model efficiency is demonstrated by the comparison with the similar algorithms such as Enhanced simulated annealing (ESA), Monte Carlo simulated annealing (MCS), Sniffer Global Optimization (SGO), Directed Tabu Search (DTS), and Genetic Algorithm (GA), using a set of well-known unconstrained and constrained optimization test cases. Meanwhile, further attention goes to the strategies how to optimize the high-dimensional unconstrained problem using DSZ algorithm.