Convergence of the simulated annealing algorithm for continuous global optimization

DOI10.1023/A:1004697811243zbMath1060.90085MaRDI QIDQ1573995

N. Delaunay

Publication date: 30 September 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

convergence analysisglobal optimizationsimulated annealingcooling schedule

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (14)

Convergence analysis of the plant propagation algorithm for continuous global optimization ⋮ On the convergence rate issues of general Markov search for global minimum ⋮ Sequential Monte Carlo simulated annealing ⋮ From simulated annealing to stochastic continuation: a new trend in combinatorial optimization ⋮ Evolutionary annealing: global optimization in measure spaces ⋮ Nonautonomous stochastic search in global optimization ⋮ Convergence results for a class of time-varying simulated annealing algorithms ⋮ Proposal adaptation in simulated annealing for continuous optimization problems ⋮ DESA: a new hybrid global optimization method and its application to analog integrated circuit sizing ⋮ Nonautonomous stochastic search for global minimum in continuous optimization ⋮ Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective ⋮ Analysis of stochastic gradient descent in continuous time ⋮ Statistical inferences for termination of Markov type random search algorithms ⋮ Efficient hybrid methods for global continuous optimization based on simulated annealing

Cites Work

• Optimization by Simulated Annealing
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm
• Global optimization and simulated annealing
• Simulated annealing: Practice versus theory
• Simulated annealing for constrained global optimization
• Very fast simulated re-annealing
• A theoretical framework for simulated annealing
• Simulated annealing in compound Gaussian random fields (image processing)
• Diffusions for Global Optimization
• Diffusion for Global Optimization in $\mathbb{R}^n $
• Cooling Schedules for Optimal Annealing
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
• Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $

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