Annealing of Iterative Stochastic Schemes

DOI10.1137/S0363012995293670MaRDI QIDQ4377426zbMATH OpenOpenAlexFDO

Authors Hai-Tao Fang, Gong Guanglu, Minping Qian

Publication date 9 February 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012995293670

zbMATH Keywords

global minimumiterative stochastic schemeslarge deviationpotential functionsimulated annealing

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic learning and adaptive control (93E35) Stochastic systems and control (93E99)

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Cited in

(15)

• Stochastic annealing for synthesis under uncertainty
• Almost surely convergent global optimziation algorithm using noise-corrupted observations
• Stability of annealing schemes and related processes
• Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)
• An adaptive simulated annealing algorithm.
• An improved annealing method and its large-time behavior
• Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models
• scientific article; zbMATH DE number 1688606 (Why is no real title available?)
• An adaptive sparse-grid iterative ensemble Kalman filter approach for parameter field estimation
• An ‘excursion’ approach to an annealing problem
• An iterative stochastic ensemble method for parameter estimation of subsurface flow models
• Stochastic approximation algorithms: overview and recent trends.
• Annealing Optimization for Progressive Learning With Stochastic Approximation
• Convergence rates for inhomogeneous Markov chains from stochastic approximation algorithms
• Computational intelligence: From mathematical point of view

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