Generalized Simulated Annealing

Preprint

12 January 1995

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.cond-mat/9501047

Abstract

We propose a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm recovers, as particular cases, the so called classical ("Boltzmann machine") and fast ("Cauchy machine") simulated annealings, and can be quicker than both. Key-words: simulated annealing; nonconvex optimization; gradient descent; generalized statistical mechanics.

Keywords

GENERALIZED SIMULATED ANNEALING
STOCHASTIC ALGORITHM
SIMULATED ANNEALING
NEW STOCHASTIC
WORDS

All Related Versions

Version 1, 1995-01-12, ArXiv
Published version: , 233 (1-2), 395.

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