Simulated annealing process in general state space
The stochastic process corresponding to the simulated annealing optimization algorithm is generalized to the case of an arbitrary state space. Conditions for the strong and weak convergence of the process are established. In addition the relation between the size of the generating distributions and...
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| Veröffentlicht in: | Advances in applied probability 1991-12, Vol.23 (4), p.866-893 |
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| container_end_page | 893 |
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| container_issue | 4 |
| container_start_page | 866 |
| container_title | Advances in applied probability |
| container_volume | 23 |
| creator | Haario, Heikki Saksman, Eero |
| description | The stochastic process corresponding to the simulated annealing optimization algorithm is generalized to the case of an arbitrary state space. Conditions for the strong and weak convergence of the process are established. In addition the relation between the size of the generating distributions and the possible rate of cooling is studied. |
| doi_str_mv | 10.2307/1427681 |
| format | Article |
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Search problems ; Perceptron convergence procedure ; Simulated annealing</subject><ispartof>Advances in applied probability, 1991-12, Vol.23 (4), p.866-893</ispartof><rights>Copyright © Applied Probability Trust 1991</rights><rights>Copyright 1991 Applied Probability Trust</rights><rights>1992 INIST-CNRS</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c247t-572098be88ef802fa27a535dfc135d5479b79329accfbf5dbb0cc41450e853f93</citedby><cites>FETCH-LOGICAL-c247t-572098be88ef802fa27a535dfc135d5479b79329accfbf5dbb0cc41450e853f93</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.jstor.org/stable/pdf/1427681$$EPDF$$P50$$Gjstor$$H</linktopdf><linktohtml>$$Uhttps://www.jstor.org/stable/1427681$$EHTML$$P50$$Gjstor$$H</linktohtml><link.rule.ids>314,776,780,799,828,27901,27902,57992,57996,58225,58229</link.rule.ids><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=5102529$$DView record in Pascal Francis$$Hfree_for_read</backlink></links><search><creatorcontrib>Haario, Heikki</creatorcontrib><creatorcontrib>Saksman, Eero</creatorcontrib><title>Simulated annealing process in general state space</title><title>Advances in applied probability</title><addtitle>Advances in Applied Probability</addtitle><description>The stochastic process corresponding to the simulated annealing optimization algorithm is generalized to the case of an arbitrary state space. Conditions for the strong and weak convergence of the process are established. In addition the relation between the size of the generating distributions and the possible rate of cooling is studied.</description><subject>Absolute minimum</subject><subject>Annealing</subject><subject>Applied sciences</subject><subject>Cooling</subject><subject>Ergodic theory</subject><subject>Exact sciences and technology</subject><subject>Markov chains</subject><subject>Markov processes</subject><subject>Mathematical functions</subject><subject>Mathematical minima</subject><subject>Operational research and scientific management</subject><subject>Operational research. Management science</subject><subject>Optimization. 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Management science</topic><topic>Optimization. Search problems</topic><topic>Perceptron convergence procedure</topic><topic>Simulated annealing</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Haario, Heikki</creatorcontrib><creatorcontrib>Saksman, Eero</creatorcontrib><collection>Pascal-Francis</collection><collection>CrossRef</collection><jtitle>Advances in applied probability</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Haario, Heikki</au><au>Saksman, Eero</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Simulated annealing process in general state space</atitle><jtitle>Advances in applied probability</jtitle><addtitle>Advances in Applied Probability</addtitle><date>1991-12-01</date><risdate>1991</risdate><volume>23</volume><issue>4</issue><spage>866</spage><epage>893</epage><pages>866-893</pages><issn>0001-8678</issn><eissn>1475-6064</eissn><coden>AAPBBD</coden><abstract>The stochastic process corresponding to the simulated annealing optimization algorithm is generalized to the case of an arbitrary state space. Conditions for the strong and weak convergence of the process are established. In addition the relation between the size of the generating distributions and the possible rate of cooling is studied.</abstract><cop>Cambridge, UK</cop><pub>Cambridge University Press</pub><doi>10.2307/1427681</doi><tpages>28</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0001-8678 |
| ispartof | Advances in applied probability, 1991-12, Vol.23 (4), p.866-893 |
| issn | 0001-8678 1475-6064 |
| language | eng |
| recordid | cdi_crossref_primary_10_2307_1427681 |
| source | Jstor Complete Legacy; JSTOR Mathematics & Statistics |
| subjects | Absolute minimum Annealing Applied sciences Cooling Ergodic theory Exact sciences and technology Markov chains Markov processes Mathematical functions Mathematical minima Operational research and scientific management Operational research. Management science Optimization. Search problems Perceptron convergence procedure Simulated annealing |
| title | Simulated annealing process in general state space |
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