Convergence of the simulated annealing algorithm for continuous global optimization
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In this paper, the convergence behavior of a class of simulated annealing (SA) algorithms for continuous global optimization is analyzed. The SA algorithms under consideration uses a temperature-dependent probability density function to generate the random trial points from the current iteration point and an annealing time-dependent temperature updating function to reduce the value of the temperature after each random trial point is generated. The author provides a convergence analysis and promises further research including numerical experiments.
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- scientific article; zbMATH DE number 4186782
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Cited in
(29)- Statistical inferences for termination of Markov type random search algorithms
- Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\)
- Simulated annealing for constrained global optimization
- On the efficiency of a continuous version of the simulated annealing algorithm
- On the convergence rate issues of general Markov search for global minimum
- Convergence results for a class of time-varying simulated annealing algorithms
- Sequential Monte Carlo simulated annealing
- From simulated annealing to stochastic continuation: a new trend in combinatorial optimization
- Simulated annealing algorithms for continuous global optimization: Convergence conditions
- Nonautonomous stochastic search for global minimum in continuous optimization
- Analysis of stochastic gradient descent in continuous time
- Proposal adaptation in simulated annealing for continuous optimization problems
- DESA: a new hybrid global optimization method and its application to analog integrated circuit sizing
- Evolutionary annealing: global optimization in measure spaces
- Efficient hybrid methods for global continuous optimization based on simulated annealing
- A combined multistart-annealing algorithm for continuous global optimization
- Convergence of taboo search in continuous global optimization
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- Convergence faible du recuit simulé généralisé à temps discret
- scientific article; zbMATH DE number 2076155 (Why is no real title available?)
- scientific article; zbMATH DE number 2080323 (Why is no real title available?)
- Nonautonomous stochastic search in global optimization
- Convergence analysis of the plant propagation algorithm for continuous global optimization
- scientific article; zbMATH DE number 4186782 (Why is no real title available?)
- Convergence of a simulated annealing algorithm for continuous global optimization.
- Applications of critical temperature in minimizing functions of continuous variables with simulated annealing algorithm
- Investigation of temperature parallel simulated annealing for optimizing continuous functions with application to hyperspectral tomography
- A reliable iteration algorithm for one-bit compressive sensing on the unit sphere
- Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective
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