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
Fang, HT
Gong, GL
Qian, MP
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1997, 35 (06) : 1886 - 1907
[5] SIMULATED ANNEALING WITH TIME-DEPENDENT ENERGY FUNCTION
FRIGERIO, A
GRILLO, G
[J]. MATHEMATISCHE ZEITSCHRIFT, 1993, 213 (01) : 97 - 116
[6] METROPOLIS-TYPE ANNEALING ALGORITHMS FOR GLOBAL OPTIMIZATION IN RD
GELFAND, SB
MITTER, SK
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1993, 31 (01) : 111 - 131
[7] RECURSIVE STOCHASTIC ALGORITHMS FOR GLOBAL OPTIMIZATION IN RD
GELFAND, SB
MITTER, SK
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1991, 29 (05) : 999 - 1018
[8] GOTZE F, 1992, RATE CONVERGENCE SIM
[9] Hertz J., 1991, Introduction to the Theory of Neural Computation
[10] SIMULATED ANNEALING VIA SOBOLEV INEQUALITIES
HOLLEY, R
STROOCK, D
[J]. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1988, 115 (04) : 553 - 569

← 1 2 →