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Simulated annealing

Robert Azencott

Séminaire Bourbaki (1987-1988)

  • Volume: 30, page 223-237
  • ISSN: 0303-1179

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Azencott, Robert. "Simulated annealing." Séminaire Bourbaki 30 (1987-1988): 223-237. <http://eudml.org/doc/110097>.

@article{Azencott1987-1988,
author = {Azencott, Robert},
journal = {Séminaire Bourbaki},
keywords = {very large cardinals; simulated annealing; parallelization of; annealing algorithms; large scale optimization; spin glass models; randomly scattered impurities; Gibbs distribution; stepwise cooling schedule; parallel computing},
language = {eng},
pages = {223-237},
publisher = {Société Mathématique de France},
title = {Simulated annealing},
url = {http://eudml.org/doc/110097},
volume = {30},
year = {1987-1988},
}

TY - JOUR
AU - Azencott, Robert
TI - Simulated annealing
JO - Séminaire Bourbaki
PY - 1987-1988
PB - Société Mathématique de France
VL - 30
SP - 223
EP - 237
LA - eng
KW - very large cardinals; simulated annealing; parallelization of; annealing algorithms; large scale optimization; spin glass models; randomly scattered impurities; Gibbs distribution; stepwise cooling schedule; parallel computing
UR - http://eudml.org/doc/110097
ER -

References

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  1. [1] V. Cerny - A thermodynamical efficient simulation algorithm, J. Opt. Theory App., vol. 45, p. 41-51, 1985. Zbl0534.90091MR778156
  2. [2] M. Freidlin - A. Wentzell - Random perturbation of dynamical systems, Springer, Berlin, 1984. Zbl0922.60006MR722136
  3. [3] T. Chiang and Y. Chow - Convergence rate of annealing processes, preprint, 1987. 
  4. [4] O. Catoni - Optimal cooling schedules for annealing, C.R. Ac. Sci. Paris, and preprint, 1988 MR966258
  5. [5] H. Föllmer - Remarks on simulated annealing, Lectures University Paris-Sud, 1988. 
  6. [6] S. Geman - D. Geman - Stochastic relaxation, Gibbs distribution, Bayesian restauration of images, I.E.E.E. Trans. P.A.M.I., vol. 6, p. 721-741, 1984. Zbl0573.62030
  7. [7] S. Geman - C.R. Hwang - Diffusions for global optimization, preprint, 1985, Brown University. MR854068
  8. [8] B. Gidas - Non stationary Markov chains and convergence of annealing algorithms, J. Stat. Phys.39, p. 73-131, 1985. Zbl0642.60049MR798248
  9. [9] B. Hajek - Cooling schedules for optimal annealing, preprints Math. Op. Research, 1987. Zbl0652.65050MR942621
  10. [10] B. Hajek - Tutorial survey of simulated annealing, Proc. 24th Conf. Decision/ Control, Fort Lauderdale, 1985. 
  11. [11] R. Holley - D. Stroock - Simulated annealing via Sobolev inequalities, preprint, 1987. MR933455
  12. [12] C.R. Hwang - S.J. Sheu - Large time behaviour for perturbed diffusions I, II, III, Preprints, 1986-88. 
  13. [ 13] S. Kirkpatrick - C. Gelatt - M. Vecchi - Optimization by simulated annealing, Science220 (1983), p. 671-680. Zbl1225.90162MR702485
  14. [14] N. Metropolis and altri - Equation of state calculations, J. Chem. Physics21, p. 1087-1092, 1953. 
  15. [15] A. Trouvé - Synchronous simulated annealing, C.R. Ac. Sci. Paris and preprint, 1988. 

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