Convergence of the simulated annealing algorithm for continuous global optimization (Q1573995)

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scientific article; zbMATH DE number 1486613
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Convergence of the simulated annealing algorithm for continuous global optimization
scientific article; zbMATH DE number 1486613

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    Convergence of the simulated annealing algorithm for continuous global optimization (English)
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    30 September 2001
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    In this paper, the convergence behavior of a class of simulated annealing (SA) algorithms for continuous global optimization is analyzed. The SA algorithms under consideration uses a temperature-dependent probability density function to generate the random trial points from the current iteration point and an annealing time-dependent temperature updating function to reduce the value of the temperature after each random trial point is generated. The author provides a convergence analysis and promises further research including numerical experiments.
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    simulated annealing
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    cooling schedule
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    global optimization
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    convergence analysis
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