메뉴 건너뛰기




Volumn 12, Issue 4, 1996, Pages 595-623

Metropolis, simulated annealing, and iterated energy transformation algorithms: Theory and experiments

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030498362     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcom.1996.0035     Document Type: Article
Times cited : (34)

References (29)
  • 2
    • 0002952564 scopus 로고
    • Sequential simulated annealing: Speed of convergence and acceleration techniques
    • R. Azencott, Ed., Chap. 1, Wiley-Interscience, New York
    • 2. AZENCOTT, R. (1992), Sequential simulated annealing: Speed of convergence and acceleration techniques, in "Simulated Annealing: Parallelization Techniques" (R. Azencott, Ed.), Chap. 1, Wiley-Interscience, New York.
    • (1992) Simulated Annealing: Parallelization Techniques
    • Azencott, R.1
  • 3
    • 1542505146 scopus 로고
    • Parallel annealing by periodically interacting multiple searches: Acceleration rates
    • R. Azencott, Ed., Chap. 1, Wiley-Interscience, New York
    • 3. AZENCOTT, R., AND GRAFFIGNE, C. (1992), Parallel annealing by periodically interacting multiple searches: Acceleration rates, in "Simulated Annealing: Parallelization Techniques" (R. Azencott, Ed.), Chap. 1, Wiley-Interscience, New York.
    • (1992) Simulated Annealing: Parallelization Techniques
    • Azencott, R.1    Graffigne, C.2
  • 4
    • 85027206620 scopus 로고
    • preprint, ESAIM:-P&S, to appear http://www.emath.fr/ Maths/Ps/ps.html.
    • 4. CATONI, O., AND CERF, R. (1995), The exit path of a Markov chain with rare transitions, preprint, available at http://www.dmi.ens.fr; ESAIM:-P&S, to appear; http://www.emath.fr/ Maths/Ps/ps.html.
    • (1995) The Exit Path of a Markov Chain with Rare Transitions
    • Catoni, O.1    Cerf, R.2
  • 5
    • 0001621836 scopus 로고
    • Rough large deviation estimates for simulated annealing: Application to exponential schedules
    • 5. CATONI, O. (1992), Rough large deviation estimates for simulated annealing: Application to exponential schedules, Ann. Probab. 20, 1109-1146.
    • (1992) Ann. Probab. , vol.20 , pp. 1109-1146
    • Catoni, O.1
  • 6
    • 85027208531 scopus 로고
    • The energy transformation method for the Metropolis algorithm compared with simulated annealing, preprint, rapport de recherche du LMENS
    • to appear
    • 6. CATONI, O. (1994), The energy transformation method for the Metropolis algorithm compared with simulated annealing, preprint, rapport de recherche du LMENS; Prob. Th. Rel. Fields, to appear.
    • (1994) Prob. Th. Rel. Fields
    • Catoni, O.1
  • 7
    • 0003369253 scopus 로고
    • Exponential triangular cooling schedules for simulated annealing algorithms: A case study
    • "Applied Stochastic Analysis, Proceedings of a US-French Workshop, Rutgers University, April 29-May 2, 1991" I. Karatzas and D. Ocone, Eds, Springer-Verlag, Berlin/ New York, 1992
    • 7. CATONI, O. (1991), Exponential triangular cooling schedules for simulated annealing algorithms: A case study, "Applied Stochastic Analysis, Proceedings of a US-French Workshop, Rutgers University, April 29-May 2, 1991" (I. Karatzas and D. Ocone, Eds), Lecture Notes in Control and Information Sciences, Vol. 177, Springer-Verlag, Berlin/ New York, 1992.
    • (1991) Lecture Notes in Control and Information Sciences , vol.177
    • Catoni, O.1
  • 8
    • 85027208448 scopus 로고
    • Algorithmes de recuit simulé et chaînes de markov à transitions rares
    • Université Paris XI-Orsay
    • 8. CATONI, O. (1995), Algorithmes de recuit simulé et chaînes de Markov à transitions rares, D.E. A. lecture notes, Modélisation stochastique et Statistique, Université Paris XI-Orsay.
    • (1995) D.E. A. Lecture Notes, Modélisation Stochastique et Statistique
    • Catoni, O.1
  • 10
    • 0000305088 scopus 로고
    • A limit theorem for a class of inhomogeneous Markov processes
    • 10. CHIANG, T. S., AND CHOW, Y. (1989), A limit theorem for a class of inhomogeneous Markov processes, Ann. Probab. 17, 1483-1502.
    • (1989) Ann. Probab. , vol.17 , pp. 1483-1502
    • Chiang, T.S.1    Chow, Y.2
  • 11
  • 13
    • 0001262062 scopus 로고
    • 2 convegence of time nonhomogeneous Markov processes. I. Spectral estimates
    • 2 convegence of time nonhomogeneous Markov processes. I. Spectral estimates, Ann. Appl. Probab. 4, 1012-1056.
    • (1994) Ann. Appl. Probab. , vol.4 , pp. 1012-1056
    • Deuschel, J.D.1    Mazza, C.2
  • 14
    • 0002740591 scopus 로고
    • Geometric bounds for eigenvalues of Markov chains
    • 14. DIACONIS, P., AND STROOCK, D. (1991), Geometric bounds for eigenvalues of Markov chains, Ann. Appl. Probab. 1, 36-61.
    • (1991) Ann. Appl. Probab. , vol.1 , pp. 36-61
    • Diaconis, P.1    Stroock, D.2
  • 17
    • 0021518209 scopus 로고
    • Stochasticrelaxation, Gibbs distribution, and the Bayesian restoration of images
    • 1984
    • 17. GEMAN, D., AND GEMAN, S. (1984), Stochasticrelaxation, Gibbs distribution, and the Bayesian restoration of images, IEEE Trans. Pattern Anal. Machine Intelligence 6, 721-741, 1984.
    • (1984) IEEE Trans. Pattern Anal. Machine Intelligence , vol.6 , pp. 721-741
    • Geman, D.1    Geman, S.2
  • 19
    • 1542505146 scopus 로고
    • Parallel annealing by periodically interacting multiple searches: An experimental study
    • R. Azencott, Ed, Chap. 1, Wiley-Interscience, New York
    • 19. GRAFFIGNE, C. (1992), Parallel annealing by periodically interacting multiple searches: An experimental study, in "Simulated Annealing: Parallelization Techniques," (R. Azencott, Ed), Chap. 1, Wiley-Interscience, New York.
    • (1992) Simulated Annealing: Parallelization Techniques
    • Graffigne, C.1
  • 20
    • 0000578550 scopus 로고
    • Annealing via Sobolev inequalities
    • 20. HOLLEY, R., AND STROOCK, D. (1988), Annealing via Sobolev inequalities, Comm. Math. Phys. 115, 553-559.
    • (1988) Comm. Math. Phys. , vol.115 , pp. 553-559
    • Holley, R.1    Stroock, D.2
  • 21
    • 0000719689 scopus 로고
    • Singular perturbed Markov chains and exact behaviour of simulated annealing processes
    • 21. HWANG, C. R., AND SHEU, S. J. (1992), Singular perturbed Markov chains and exact behaviour of simulated annealing processes, J. Theoret. Probab. 5, 223-249.
    • (1992) J. Theoret. Probab. , vol.5 , pp. 223-249
    • Hwang, C.R.1    Sheu, S.J.2
  • 22
    • 26444479778 scopus 로고
    • Optimization by simulated annealing
    • 22. KIRKPATRICK, S., GELATT, C. D., AND VECCHI, M. P. (1983), Optimization by simulated annealing, Science 220, 621-680.
    • (1983) Science , vol.220 , pp. 621-680
    • Kirkpatrick, S.1    Gelatt, C.D.2    Vecchi, M.P.3
  • 24
    • 85027209513 scopus 로고
    • Sur les problèmes de sortie discrets inhomogènes
    • to appear
    • 24. MICLO, L. (1995), Sur les problèmes de sortie discrets inhomogènes, Ann. Appl. Probab., to appear.
    • (1995) Ann. Appl. Probab.
    • Miclo, L.1
  • 27
    • 0030151053 scopus 로고    scopus 로고
    • Cycle decomposition and simulated annealing
    • 27. TROUVÉ, A. (1996), Cycle decomposition and simulated annealing, SIAM J. Control Optim. 34.
    • (1996) SIAM J. Control Optim. , vol.34
    • Trouvé, A.1
  • 28
    • 0040620094 scopus 로고    scopus 로고
    • Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms
    • 28. TROUVÉ, A. (1996), Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms, Ann. Inst. H. Poincaré Probab. Statist. 32.
    • (1996) Ann. Inst. H. Poincaré Probab. Statist. , vol.32
    • Trouvé, A.1
  • 29
    • 0002855284 scopus 로고
    • Markov chains with rare transitions and simulated annealing
    • 29. TSITSIKLIS, J. (1989), Markov chains with rare transitions and simulated annealing, Math. Oper. Res. 14, 70-90.
    • (1989) Math. Oper. Res. , vol.14 , pp. 70-90
    • Tsitsiklis, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.