A feedback algorithm for determining search parameters for Monte Carlo optimization (Q1275169)
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scientific article; zbMATH DE number 1240718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A feedback algorithm for determining search parameters for Monte Carlo optimization |
scientific article; zbMATH DE number 1240718 |
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A feedback algorithm for determining search parameters for Monte Carlo optimization (English)
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14 December 1999
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The authors discuss some improvement in simulated annealing [cf. \textit{S. Kirkpatrick}, \textit{C. D. Gelatt} jun. and \textit{M. P. Vecchi}, Science 220, 671 (1983)], one of the Monte Carlo methods for obtaining solutions to global optimization problems. They present an algorithm that varies the simulated annealing parameters dynamically and attains better solution to nonlinear multi-modal global optimization problems. They have tested the algorithm on established test problems, and numerical results are presented and analyzed.
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nonlinear optimization
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Markov chain
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search parameters
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numerical examples
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simulated annealing
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Monte Carlo methods
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0.8733099
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0.86845016
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0.86786026
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0.8630606
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