An adaptive simulated annealing algorithm.

DOI10.1016/S0304-4149(01)00082-5MaRDI QIDQ1888770zbMATH OpenOpenAlexFDO

Authors Gong Guanglu, Yong Liu, Minping Qian

Publication date 26 November 2004

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(01)00082-5

zbMATH Keywords

Markov chainsimulated annealingadaptive algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic processes (60G99)

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Cites work

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• Optimization by simulated annealing
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
• Self-organization and associative memory
• Simulated annealing via Sobolev inequalities
• Simulated annealing with time-dependent energy function
• Simulated annealing with time-dependent energy function via Sobolev inequalities
• Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant

Cited in

(5)

• Automatic histogram and variogram reproduction in simulated annealing simulation
• Improved Metropolis-Hastings algorithms via landscape modifcation with applications to simulated annealing and the Curie-Weiss model
• Proposal adaptation in simulated annealing for continuous optimization problems
• Fast simulated annealing in R^d with an application to maximum likelihood estimation in state-space models
• A new simulated annealing algorithm with the model of virus evolution

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