Continuous-state simulated annealing algorithms: theory and application

Saul B. Gelfand*, Peter C. Doerschuk, Mohamed Nahhas-Mohandes

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Simulated annealing algorithms for optimization over continuous spaces come in two varieties: Markov chain algorithms and modified gradient algorithms. Unfortunately, there is a gap between the theory and the application of these algorithms: the convergence conditions cannot be practically implemented. In this paper we suggest a practical methodology for implementing the modified gradient annealing algorithms based on their relationship to the Markov chain algorithms.

Original languageEnglish
Title of host publicationProceedings of SPIE - The International Society for Optical Engineering
PublisherPubl by Int Soc for Optical Engineering
Pages235-245
Number of pages11
ISBN (Print)0819409391
StatePublished - 1992
Externally publishedYes

Publication series

NameProceedings of SPIE - The International Society for Optical Engineering
Volume1766
ISSN (Print)0277-786X

ASJC Scopus subject areas

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics
  • Computer Science Applications
  • Applied Mathematics
  • Electrical and Electronic Engineering

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