|
|||||
|
|
Simulated annealing — to cool or not |
|
| Authors: | Bruce Hajek Galen Sasaki |
| Affiliation: | Department of Electrical and Computer Engineering and the Coordinated Science Laboratory, University of Illinois, 1101 W. Springfield, Urbana, IL 61801, U.S.A. Department of Electrical and Computer Engineering, The University of Texas at Austin, Austin, TX 78712-1084, U.S.A. |
| Abstract: | The optimization algorithm simulated annealing is considered. Presented is a class of problem instances and ‘neighbor selection’ matrices for which no monotone decreasing temperature sequence is optimal with respect to certain natural performance criteria. An algorithm called ‘threshold random search’ is introduced, and use is made of the fact that simulated annealing is a randomized version of threshold random search with deterministic thresholds. |
| Keywords: | Stochastic optimization simulated annealing nonhomogeneous Markov chains maximum matchings random search |
| 本文献已被 ScienceDirect 等数据库收录！ | |