An adaptive simulated annealing algorithm

被引：15

作者：

Gong, GL

Liu, Y ^{[1
]}

Qian, MP

机构：

[1] Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China

[2] Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China

[3] Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2001年 / 94卷 / 01期

关键词：

simulated annealing; adaptive algorithm; recognition of handwriting Chinese characters; estimate of spectral gap;

D O I：

10.1016/S0304-4149(01)00082-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, inspired by the idea of Metropolis algorithm, a new sample adaptive simulated annealing algorithm is constructed on finite state space. This new algorithm can be considered as a substitute of the annealing of iterative stochastic schemes. The convergence of the algorithm is shown. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：95 / 103

页数：9

共 17 条

[1]

[Anonymous], SCIENCE

[2]

Benveniste A, 1990, Adaptive algorithms and stochastic approximations

[3]

Diaconis P., 1991, Ann. Appl. Probab., P36

[4] Annealing of iterative stochastic schemes [J].