Simulated Annealing: Searching for an Optimal Temperature Schedule
نویسندگان
چکیده
منابع مشابه
Simulated Annealing: Searching for an Optimal Temperature Schedule
A sizable part of the theoretical literature on simulated annealing deals with a property called convergence, which asserts that the simulated annealing chain is in the set of global minimum states of the objective function with probability tending to 1. However, in practice, the convergent algorithms are considered too slow, whereas a number of nonconvergent ones are usually preferred. We atte...
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The optimal cooling schedule for simulated annealing is formulated to derive a differential equation for the time-dependent temperature T(t). Based on this equation, the long-term behavior of T(t), entropy production, and the Kullback-Leibler entropy are studied. For some simple examples, such as a many-level system and the small scale traveling salesman problem, the explicit time dependence of...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 1999
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623497329683