Simulated annealing, random search, MultiStart or SAD?
type: Item
instance of: scholarly article
title: Simulated annealing, random search, MultiStart or SAD?
zbMATH Open document ID: 0609.90098
DOI: 10.1016/0167-6911(87)90094-6
author: Jean Walrand
author: Jean B. Lasserre
author: Pravin Varaiya
published in: Systems \& Control Letters
publication date: 1987-01-01T00:00:00Z
review text: The convergence properties of simulated annealing are compared to those of other general purpose global optimization algorithms on some simple examples. It appears that simulated annealing is frequently outperformed by the other procedures. Tentative analytical justifications are proposed and some implementation issues are discussed.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 3987066
zbMATH Keywords: random research
zbMATH Keywords: random algorithms
zbMATH Keywords: stochastic optimization
zbMATH Keywords: non- homogeneous Markov chains
zbMATH Keywords: simulated annealing
zbMATH Keywords: global optimization
MaRDI profile type: Publication
full work available at URL: 0167-6911(87)90094-6
OpenAlex ID: W2067893769
cites work: Cooling Schedules for Optimal Annealing
cites work: Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
cites work: Q4165315
description: scientific article; zbMATH DE number 3987066