Diffusion for Global Optimization in $\mathbb{R}^n $
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Publication:3759653
DOI10.1137/0325042zbMath0622.60093MaRDI QIDQ3759653
No author found.
Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325042
Fokker-Planck equation; simulated annealing; global minimum; weak limit; annealing rate; Gibbs densities
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60B10: Convergence of probability measures
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
49J99: Existence theories in calculus of variations and optimal control
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