Convergence and first hitting time of simulated annealing algorithms for continuous global optimization
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Publication:1397005
DOI10.1007/S001860100149zbMATH Open1031.90071OpenAlexW2031540371MaRDI QIDQ1397005FDOQ1397005
Authors: Marco Locatelli 
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860100149
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Approximation methods and heuristics in mathematical programming (90C59) Nonlinear programming (90C30)
Cited In (12)
- Approximation of the distribution of convergence times for stochastic global optimisation
- Backtracking adaptive search: distribution of number of iterations to convergence
- Adaptive predictions of the Euro/Złoty currency exchange rate using state space wavelet networks and forecast combinations
- Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models
- Quantitative bounds on convergence of time-inhomogeneous Markov chains
- Study of multiscale global optimization based on parameter space partition
- Convergence of a simulated annealing algorithm for continuous global optimization.
- On the convergence rate issues of general Markov search for global minimum
- Stochastic protein folding simulation in the three-dimensional HP-model
- On asymptotic convergence rate of random search
- Tail probability estimates of continuous-time simulated annealing processes
- Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective
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