Generalized simulated annealing

Constantino Tsallis and Daniel A. Stariolo

Physica A: Statistical Mechanics and its Applications, 1996, vol. 233, issue 1, 395-406

Abstract: We discuss and illustrate a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm recovers, as particular cases, the so-called classical (“Boltzmann machine”) and fast (“Cauchy machine”) simulated annealings, and turns out to be quicker than both.

Keywords: Simulated annealing; Optimization; Gradient descent; Generalized thermostatistics (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (27)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:233:y:1996:i:1:p:395-406

DOI: 10.1016/S0378-4371(96)00271-3

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