Convergence of the Simulated Annealing Algorithm for Continuous Global Optimization

R. L. Yang
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R. L. Yang: Northern Jiaotong University

Journal of Optimization Theory and Applications, 2000, vol. 104, issue 3, No 10, 716 pages

Abstract: Abstract A class of simulated annealing algorithms for continuous global optimization is considered in this paper. The global convergence property is analyzed with respect to the objective value sequence and the minimum objective value sequence induced by simulated annealing algorithms. The convergence analysis provides the appropriate conditions on both the generation probability density function and the temperature updating function. Different forms of temperature updating functions are obtained with respect to different kinds of generation probability density functions, leading to different types of simulated annealing algorithms which all guarantee the convergence to the global optimum.

Keywords: simulated annealing; cooling schedule; global optimization; convergence analysis (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004697811243

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