Simulated annealing for convex optimization: rigorous complexity analysis and practical perspectives

DOI10.1007/S10957-022-02034-XMaRDI QIDQ2156386zbMATH OpenOpenAlexFDO

Authors Riley Badenbroek, E. de Klerk

Publication date 18 July 2022

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10957-022-02034-x

zbMATH Keywords

convex optimizationhit-and-run samplingsemidefinite and copositive programmingsimulated annealing

Mathematics Subject Classification ID

Convex programming (90C25) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

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• Hit-and-Run Algorithms for Generating Multivariate Distributions
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 3417266 (Why is no real title available?)
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• Random vectors in the isotropic position
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• Simulated Annealing for Convex Optimization
• Simulated annealing in convex bodies and an \(O^{*}(n^{4}\)) volume algorithm
• Some NP-complete problems in quadratic and nonlinear programming
• The entropic barrier: exponential families, log-concave geometry, and self-concordance
• The geometry of logconcave functions and sampling algorithms

Cited in

(3)

• Towards the analysis of the simulated annealing method in the multiextremal case
• Averaging frameworks for simulation optimization with applications to simulated annealing
• Simulated Annealing for Convex Optimization

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