On the efficiency of a continuous version of the simulated annealing algorithm

Chang C. Y. Dorea

Statistics & Probability Letters, 1997, vol. 31, issue 4, 247-253

Abstract: The efficiency of a continuous version of the simulated annealing algorithm is evaluated by the expected number of steps to reach an [epsilon]-neighborhood of the global minimum value of the objective function. Different sampling procedures are analyzed and compared to the pure random search procedure. And as a side result, we obtain simpler proofs for some asymptotic results of Dekkers and Aarts (1991).

Keywords: Simulated; annealing; Global; optimization; Random; search (search for similar items in EconPapers)
Date: 1997
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