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Simulated Annealing
Open accessAbstract
Simulated annealing is a probabilistic method proposed in Kirkpatrick, Gelett and Vecchi (1983) and Cerny (1985) for finding the global minimum of a cost function that may possess several local minima. It works by emulating the physical process whereby a solid is slowly cooled so that when eventually its structure is "frozen," this happens at a minimum energy configuration. We restrict ourselves to the case of a cost function defined on a finite set. Extensions of simulated annealing to the case of functions defined on continuous sets have also been introduced in the literature (e.g., Geman and Hwang, 1986; Gidas, 1985a; Holley, Kusuoka and Stroock, 1989; Jeng and Woods, 1990; Kushner, 1985). Our goal in this review is to describe the method, its convergence and its behavior in applications.
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Metadata
- Authors
- Bertsimas, D., & Tsitsiklis, J.
- Venue
- Statistical Science
- Publisher
- Institute of Mathematical Statistics
- Published
- 1993-02-01
- Volume
- 8
- Issue
- 1
- ISSN
- 0883-4237 (ISSN-L)
- OpenAlex
- W4230167402
- Cited by
- 1,284
- References
- 0
- FWCI
- 1.98
- Type
- journal article
- Language
- en
- Open access
- bronze
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