Convergence rate of a simulated annealing algorithm with noisy observations

zbMath1489.60126arXiv1703.00329MaRDI QIDQ5381109

Ioana Gavra, Clément Bouttier

Publication date: 7 June 2019

Full work available at URL: https://arxiv.org/abs/1703.00329

zbMATH Keywords

stochastic optimizationsimulated annealingMarkov processconvergence rateaircraft trajectory optimization

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Stochastic programming (90C15) Transition functions, generators and resolvents (60J35)

Uses Software

• EGO

Cites Work

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• An Algorithm for the Traveling Salesman Problem
• Finite-time analysis of the multiarmed bandit problem

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