Analysis of Static Simulated Annealing Algorithms

J.E. Orosz and S.H. Jacobson
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J.E. Orosz: Wright–Patterson Air Force Base
S.H. Jacobson: University of Illinois

Journal of Optimization Theory and Applications, 2002, vol. 115, issue 1, No 10, 165-182

Abstract: Abstract Generalized hill climbing (GHC) algorithms provide a framework for modeling local search algorithms to address intractable discrete optimization problems. This paper introduces a measure for determining the expected number of iterations to visit a predetermined objective function level, given that an inferior objective function level has been reached in a finite number of iterations. A variation of simulated annealing (SA), termed static simulated annealing (S2A), is analyzed using this measure. S2A uses a fixed cooling schedule during the algorithm execution. Though S2A is probably nonconvergent, its finite-time performance can be assessed using the finite-time performance measure defined in this paper.

Keywords: Local search algorithms; simulated annealing; cooling schedules; finite-time performance (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (6)

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DOI: 10.1023/A:1019633214895

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