Mean square rates of convergence in the continuous time simulated annealing algorithm on R^ d
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Cites work
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- Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
- Diffusion for Global Optimization in $\mathbb{R}^n $
- Diffusions for Global Optimization
- Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
- Mapping DNA by stochastic relaxation
- Nonstationary Markov chains and convergence of the annealing algorithm
- Optimization by simulated annealing
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The N-City Travelling Salesman Problem: Statistical Mechanics and the Metropolis Algorithm
Cited in
(13)- Tail probability estimates of continuous-time simulated annealing processes
- Annealing diffusions in a potential function with a slow growth
- Asymptotics of the spectral gap with applications to the theory of simulated annealing
- On the simulated annealing in \(\mathbb{R}^d\)
- Diffusion for Global Optimization in $\mathbb{R}^n $
- Convergence of Gibbs measures associated with simulated annealing: The case of distance squared
- Convergence and first hitting time of simulated annealing algorithms for continuous global optimization
- scientific article; zbMATH DE number 4042991 (Why is no real title available?)
- Un algorithme de recuit simulé couplé avec une diffusion
- Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law
- Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
- scientific article; zbMATH DE number 1810270 (Why is no real title available?)
- Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
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