Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $ (Q4695422)

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scientific article; zbMATH DE number 205147
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Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $
scientific article; zbMATH DE number 205147

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    Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $ (English)
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    18 June 1995
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    random optimization
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    stochastic gradient algorithms
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    Metropolis algorithm
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    convergence
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    Markov-chain annealing algorithms
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    global optimization
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    recursive stochastic algorithm
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    Langevin-type Markov diffusion annealing algorithm
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    Wiener process
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    simulated annealing
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