Global optimization via the Langevin equation
- 1 December 1985
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 774-778
- https://doi.org/10.1109/cdc.1985.268602
Abstract
We provide a simple proof of the convergence of the cooling algorithms, i.e., the annealing algorithm and the Langevin equation. The convergence is established for temperature schedules which are very near to optimal ones. Our methods are based on Differential Equations techniques.Keywords
This publication has 7 references indexed in Scilit:
- Cooling Schedules for Optimal AnnealingMathematics of Operations Research, 1988
- Diffusions for Global OptimizationSIAM Journal on Control and Optimization, 1986
- Nonstationary Markov chains and convergence of the annealing algorithmJournal of Statistical Physics, 1985
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of ImagesPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1984
- Multiple wells in the semi-classical limit ICommunications in Partial Differential Equations, 1984
- Optimization by Simulated AnnealingScience, 1983
- Equation of State Calculations by Fast Computing MachinesThe Journal of Chemical Physics, 1953