Very Fast Simulated Re-Annealing
نویسندگان
چکیده
منابع مشابه
Draft of Paper Appearing In: %a L. Ingber %t Very Fast Simulated Re-annealing %j Mathl. Comput. Modelling %v 12 Very Fast Simulated Re-annealing Very Fast Re-annealing -2- Lester Ingber
An algorithm is developed to statistically find the best global fit of a nonlinear non-convex cost-function over a D-dimensional space. It is argued that this algorithm permits an annealing schedule for ''temperature'' T decreasing exponentially in annealing-time k, T = T 0 exp(−ck 1/D). The introduction of re-annealing also permits adaptation to changing sensitivities in the multi-dimensional ...
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