Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\)

DOI10.1016/0196-8858(88)90005-XzbMath0638.60069MaRDI QIDQ1099503

Larry Goldstein

Publication date: 1988

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

simulated annealing algorithmescape local minima

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Asymptotics of the spectral gap with applications to the theory of simulated annealing

Cites Work

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