scientific article; zbMATH DE number 1335838

MaRDI QIDQ4258511zbMATH OpenFDO

Authors Roger W. Brockett

Publication date 6 April 2000

zbMATH Keywords

continuous descent methodsdamped oscillatory pathFokker-Planck equationoscillatory algorithmsimulated annealingtemperature and coupling parameters

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Recommendations

• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\)
• A successive descent algorithm over a system of local minima
• Simulated annealing type algorithms for multivariate optimization
• Random Search Algorithms with Sufficient Descent for Minimization of Functions

Cited in

(2)

• Principal Subspace Flows Via Mechanical Systems on Grassmann Manifolds
• On Gradient Flows Initialized near Maxima

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4258511)