Simulated annealing, random search, MultiStart or SAD? (Q1087138): Difference between revisions

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Revision as of 22:17, 19 March 2024

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Simulated annealing, random search, MultiStart or SAD?
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    Simulated annealing, random search, MultiStart or SAD? (English)
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    1987
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    The convergence properties of simulated annealing are compared to those of other general purpose global optimization algorithms on some simple examples. It appears that simulated annealing is frequently outperformed by the other procedures. Tentative analytical justifications are proposed and some implementation issues are discussed.
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    random research
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    random algorithms
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    stochastic optimization
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    non- homogeneous Markov chains
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    simulated annealing
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    global optimization
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