Simulated annealing type algorithms for multivariate optimization

DOI10.1007/BF01759052MaRDI QIDQ810383zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Analysis of recursive stochastic algorithms
• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
• 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 $
• Diffusions for Global Optimization
• Global optimization and stochastic differential equations
• Laplace's method revisited: Weak convergence of probability measures
• Optimization by simulated annealing
• Stochastic approximation methods for constrained and unconstrained systems

Cited in

(15)

• Multidimensional scaling with constraints using simulated annealing
• A survey of simulated annealing as a tool for single and multiobjective optimization
• scientific article; zbMATH DE number 1783882 (Why is no real title available?)
• Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models
• scientific article; zbMATH DE number 1857675 (Why is no real title available?)
• 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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