Annealing of iterative stochastic schemes

SIAM Journal on Control and Optimization

Volumn 35, Issue 6, 1997, Pages 1886-1907

  Fang, Haitao ^a   Gong, Guanglu ^b   Qian, Minping ^a  

^a PEKING UNIVERSITY   (China)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

Global minimum; Iterative stochastic schemes; Large deviation; Potential function; Simulated annealing

Indexed keywords

ADAPTIVE ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; MATHEMATICAL MODELS; RANDOM PROCESSES;

GLOBAL MINIMUM; ITERATIVE STOCHASTIC SCHEMES; POTENTIAL FUNCTION; WENTZELL'S LARGE DEVIATION THEORY;

SIMULATED ANNEALING;

EID: 0031274507     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995293670     Document Type: Article

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