Simulated annealing type algorithms for multivariate optimization

DOI10.1007/BF01759052zbMATH Open0733.90074OpenAlexW1980726309MaRDI QIDQ810383FDOQ810383

Authors: Saul B. Gelfand, Sanjoy K. Mitter 

Publication date: 1991

Published in: Algorithmica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01759052

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zbMATH Keywords

stochastic approximationgradient descentrandom searchdiscrete-time continuous-state simulated annealing type algorithmsmultivariate optimization

Mathematics Subject Classification ID

Diffusion processes (60J60) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40)

Cites Work

• Optimization by simulated annealing
• Stochastic approximation methods for constrained and unconstrained systems
• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
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• Analysis of recursive stochastic algorithms
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• Diffusions for Global Optimization
• Laplace's method revisited: Weak convergence of probability measures
• Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
• Diffusion for Global Optimization in $\mathbb{R}^n $
• Global optimization and stochastic differential equations

Cited In (15)

• Multidimensional scaling with constraints using simulated annealing
• A survey of simulated annealing as a tool for single and multiobjective optimization
• Title not available (Why is that?)
• Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models
• Title not available (Why is that?)
• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• Optimization of Jacobian matrix annealing algorithm based on hybrid model
• An adaptive sparse-grid iterative ensemble Kalman filter approach for parameter field estimation
• Improving simulated annealing through derandomization
• An iterative stochastic ensemble method for parameter estimation of subsurface flow models
• Metaheuristics: A bibliography
• Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $
• Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
• Global optimization by random perturbation of the gradient method with a fixed parameter
• Multiple-try simulated annealing algorithm for global optimization

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