Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $
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Publication:4695422
DOI10.1137/0331009zbMath0814.65059OpenAlexW2151548579MaRDI QIDQ4695422
Saul B. Gelfand, Sanjoy K. Mitter
Publication date: 18 June 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0331009
global optimizationconvergenceWiener processsimulated annealingMetropolis algorithmrandom optimizationstochastic gradient algorithmsrecursive stochastic algorithmLangevin-type Markov diffusion annealing algorithmMarkov-chain annealing algorithms
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15) Combinatorial optimization (90C27)
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