Diffusions for Global Optimization

DOI10.1137/0324060zbMath0602.60071MaRDI QIDQ3738356

Chii-Ruey Hwang, Stuart Geman

Publication date: 1986

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0324060

zbMATH Keywords

global optimization; simulated annealing; Gibbs distributions

Mathematics Subject Classification ID

60J60: Diffusion processes

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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