Extended Pincus theorems and convergence of simulated annealing
作者:
A. CHARNES,
M. WOLFE,
期刊:
International Journal of Systems Science
(Taylor Available online 1989)
卷期:
Volume 20,
issue 8
页码: 1521-1533
ISSN:0020-7721
年代: 1989
DOI:10.1080/00207728908910235
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Pincus’ 1968 formula for the (unique) global minimum of a continuous function on a compact set inEnis extended to finite multiple optima and to discrete and special variants. The impact of these on associated ergodic irreducibleaperiodicMarkov chain computation (Pincus 1970)—currently called ‘simulated annealing’—is exemplified and assessed leading to grave concern about what current simulated annealing processes may converge to, instead of optima.
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