Computational Experience with Generalized Simulated Annealing Over Continuous Variables

DOI10.1080/01966324.1988.10737248MaRDI QIDQ4734689zbMATH OpenOpenAlexWikidataFDO

Authors Daniel G. Brooks, William A. Verdini

Publication date 1988

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1988.10737248

zbMATH Keywords

complexitycomputational experiencegeneralized simulated annealing methodglobal optimization test problemssensitivitystochastic methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• A method of unconstrained global optimization
• A Monte Carlo simulated annealing approach to optimization over continuous variables
• A Simplex Method for Function Minimization
• Convergence of an annealing algorithm
• Nonstationary Markov chains and convergence of the annealing algorithm
• Optimization by simulated annealing
• Simulated annealing methods with general acceptance probabilities
• Stochastic global optimization methods part II: Multi level methods
• The N-City Travelling Salesman Problem: Statistical Mechanics and the Metropolis Algorithm

Cited in

(7)

• Stochastic techniques for global optimization: A survey of recent advances
• An adaptive simulated annealing algorithm for global optimization over continuous variables
• Simulated annealing algorithms for continuous global optimization: Convergence conditions
• A superior random number generator for visiting distribution in GSA
• Comparative analysis of the cutting angle and simulated annealing methods in global optimization
• État de l'art des méthodes “d'optimisation globale”
• Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions

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