Mean square rates of convergence in the continuous time simulated annealing algorithm on R^ d

DOI10.1016/0196-8858(88)90005-XzbMATH Open0638.60069MaRDI QIDQ1099503FDOQ1099503

Authors: Larry Goldstein 

Publication date: 1988

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

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zbMATH Keywords

simulated annealing algorithmescape local minima

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Optimization by simulated annealing
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Title not available (Why is that?)
• Diffusions for Global Optimization
• 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 $
• Nonstationary Markov chains and convergence of the annealing algorithm
• The N-City Travelling Salesman Problem: Statistical Mechanics and the Metropolis Algorithm
• Mapping DNA by stochastic relaxation
• Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing

Cited In (13)

• 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
• Un algorithme de recuit simulé couplé avec une diffusion
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
• Tail probability estimates of continuous-time simulated annealing processes

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