Simple conditions for the convergence of simulated annealing type algorithms

DOI10.1239/JAP/1032438383zbMATH Open0932.65068OpenAlexW1983995059MaRDI QIDQ4248124FDOQ4248124

Authors: J. Rego Cruz, Chang C. Y. Dorea 

Publication date: 15 March 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032438383

Recommendations

• Simulated annealing algorithms for continuous global optimization: Convergence conditions
• Optimization by simulated annealing: a necessary and sufficient condition for convergence
• Convergence theorems for a class of simulated annealing algorithms on ℝ^d
• Simulated annealing methods with general acceptance probabilities
• Note on the Convergence of Simulated Annealing Algorithms

zbMATH Keywords

ergodicityMarkov chainconvergenceprobabilityglobal minimizationsimulated annealing type algorithms

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited In (8)

• Title not available (Why is that?)
• Convergence of simulated annealing using Foster-Lyapunov criteria
• Simulated annealing methods with general acceptance probabilities
• Classification of Acceptance Criteria for the Simulated Annealing Algorithm
• Convergence theorems for a class of simulated annealing algorithms on ℝ^d
• Using simulated annealing to optimize the feature selection problem in marketing applications
• Sufficient Conditions for Ergodicity and Convergence of MH, SA, and EM Algorithms
• On weak and strong ergodicity

This page was built for publication: Simple conditions for the convergence of simulated annealing type algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4248124)