Computational Experience with Generalized Simulated Annealing Over Continuous Variables

DOI10.1080/01966324.1988.10737248zbMath0684.65061OpenAlexW2088984636WikidataQ58130144 ScholiaQ58130144MaRDI QIDQ4734689

Daniel G. Brooks, William A. Verdini

Publication date: 1988

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1988.10737248

zbMATH Keywords

sensitivitycomplexitycomputational experiencestochastic methodsgeneralized simulated annealing methodglobal optimization test problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items (5)

État de l'art des méthodes “d'optimisation globale” ⋮ Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions ⋮ Simulated annealing algorithms for continuous global optimization: Convergence conditions ⋮ Stochastic techniques for global optimization: A survey of recent advances ⋮ Comparative analysis of the cutting angle and simulated annealing methods in global optimization

Cites Work

• Optimization by Simulated Annealing
• A Monte Carlo simulated annealing approach to optimization over continuous variables
• Nonstationary Markov chains and convergence of the annealing algorithm
• A method of unconstrained global optimization
• The N-City Travelling Salesman Problem: Statistical Mechanics and the Metropolis Algorithm
• Convergence of an annealing algorithm
• Simulated annealing methods with general acceptance probabilities
• Stochastic global optimization methods part II: Multi level methods
• A Simplex Method for Function Minimization

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